tsa.stattools.pacf_ols()

statsmodels.tsa.stattools.pacf_ols

statsmodels.tsa.stattools.pacf_ols(x, nlags=40) [source]

Calculate partial autocorrelations

Parameters:	x : 1d array observations of time series for which pacf is calculated nlags : int Number of lags for which pacf is returned. Lag 0 is not returned.
Returns:	pacf : 1d array partial autocorrelations, maxlag+1 elements

Notes

This solves a separate OLS estimation for each desired lag.