parcor.m

时间序列工具箱

function [PACF,AR]= parcor(Z,KMAX);
% Partial correlation function
% [PARCOR,AR] = parcor(Z,N);
%
% Input:	Z    Signal
%		N    # of coefficients
% Output:	PARCOR partial correlation function

%	Version 2.42
%	last revision 17.05.1998
%	Copyright (c) 1996-1998 by Alois Schloegl
%	e-mail: [e-mail]	

% This library is free software; you can redistribute it and/or
% modify it under the terms of the GNU Library General Public
% License as published by the Free Software Foundation; either
% Version 2 of the License, or (at your option) any later version.
%
% This library is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
% Library General Public License for more details.
%
% You should have received a copy of the GNU Library General Public
% License along with this library; if not, write to the
% Free Software Foundation, Inc., 59 Temple Place - Suite 330,
% Boston, MA  02111-1307, USA.

ACF = acovf(Z,KMAX+1);
[AR,PACF] = durlev(ACF);
PACF=-PACF;