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ChromeGames (talk | contribs) m Adding short description: "Partial correlation of a time series with its lagged values" (Shortdesc helper) |
Moon motif (talk | contribs) Translated German PACF |
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{{Short description|Partial correlation of a time series with its lagged values}}
{{No footnotes|date=September 2011}}
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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.
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