acf2pacf {tscopula}

Compute partial autocorrelations from autocorrelations

Description

Compute partial autocorrelations from autocorrelations

Usage

acf2pacf(rho)

Arguments

rho

vector of autocorrelation values (excluding 1).

Value

A vector of partial autocorrelation values with same length as rho.

Examples

rho <- ARMAacf(ar = -0.9, ma = 0.8, lag.max = 50)[-1]
alpha <- acf2pacf(rho)