Partial autocorrelation function: Difference between revisions

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[[Image:PartielleAutokorrelation.png|thumb|Partial autocorrelation function]]
 
In [[time series analysis]], the '''partial autocorrelation function''' ('''PACF''') gives the [[partial correlation]] of a stationary time series with its own lagged values, regressed the values of the time series at all shorter lags. It contrasts with the [[autocorrelation function]], which does not control for other lags.