pacfts.wge {tswge}

Compute partial autocorrelations

Description

Compute partial autocorrelations using either YW (default and the classical method), Burg, or ML estimates.)

Usage

pacfts.wge(x,lag.max=5, plot=TRUE,na.action,limits=FALSE,method ='yw')

Arguments

x

Realization

lag.max

Max lag

plot

Logical variable

na.action

Not used

limits

Logical variable

method

Either "mle" (default),"burg",or"yw"

Value

method

Estimation method used: MLE, Burg, or YW

pacf

PACF estimates using estimation method specified

Author(s)

Wayne Woodward

References

"Time Series for Data Science: Analysis and Forecasting with R" by Woodward, Sadler, and Gray

Examples

data(sunspot2.0)
          pacfts.wge(sunspot2.0,lag.max=10,method='burg')