#partial_autocorrelation_function

Partial autocorrelation function

Partial correlation of a time series with its lagged values

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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