7.8.4.9. statsmodels.tsa.arima_process.arma_pacf¶

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