statsmodels.tsa.arima_process.arma_pacf
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statsmodels.tsa.arima_process.arma_pacf(ar, ma, nobs=10)
[source] -
partial autocorrelation function of an ARMA process
Parameters: ar : array_like, 1d
coefficient for autoregressive lag polynomial, including zero lag
ma : array_like, 1d
coefficient for moving-average lag polynomial, including zero lag
nobs : int
number of terms (lags plus zero lag) to include in returned pacf
Returns: pacf : array
partial autocorrelation of ARMA process given by ar, ma
Notes
solves yule-walker equation for each lag order up to nobs lags
not tested/checked yet
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