PartialCorrelationFunction

PartialCorrelationFunction[data,hspec] estimates the partial correlation function at lags hspec from data.

PartialCorrelationFunction[tproc,hspec] represents the partial correlation function at lags hspec for the time series process tproc.

Examples

Estimate partial correlation at specific lags:

PartialCorrelationFunction[{1, 2, 3, 2, 1, 2, 3}, {1, 2, 3}]

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