Content deleted Content added
Bluelinking 1 books for verifiability.) #IABot (v2.1alpha3 |
m →Description: where <math>P_{t,k}(x)</math> is surjective operator → where <math>P_{t,k}(x)</math> is the surjective operator {grammar} |
||
Line 13:
: <math>\alpha(k) = \operatorname{corr}(z_{t+k} - P_{t,k}(z_{t+k}),\, z_{t} - P_{t,k}(z_{t})),\text{ for }k\geq 2,</math>
where <math>P_{t,k}(x)</math> is the surjective operator of orthogonal projection of <math>x</math> onto the linear subspace of Hilbert space spanned by <math> z_{t+1}, \dots, z_{t+k-1}</math>.
There are algorithms for estimating the partial autocorrelation based on the sample autocorrelations (Box, Jenkins, and Reinsel 2008 and Brockwell and Davis, 2009). These algorithms derive from the exact theoretical relation between the partial autocorrelation function and the autocorrelation function.
| |||