| New Reply |
PACF using R for Time series |
Share Thread | Thread Tools |
| Nov19-12, 12:43 PM | #1 |
|
|
PACF using R for Time series
How do I get all the partial autocovariances using the pacf
x_t = z_t -1.1z_t-1 +.28 Z_t=2 z_t is white noise (0,1) y=ARMAacf(ma=c(-1.1,.28), lag.max 40, pacf = T) I am only getting the partial autocovariances 1,1 2,2 3,3 .... I want to get the other terms too like 2,1 3,2 3,3 .... How do I get it? |
| New Reply |
| Thread Tools | |
Similar Threads for: PACF using R for Time series
|
||||
| Thread | Forum | Replies | ||
| Time: A-series or B-series? | General Discussion | 66 | ||
| Time Series: Partial Autocorrelation Function (PACF) | Set Theory, Logic, Probability, Statistics | 3 | ||
| A or B series of time? | Special & General Relativity | 6 | ||
| Time as a series of interactions | Quantum Physics | 16 | ||
| Equality of Time Series | Set Theory, Logic, Probability, Statistics | 2 | ||