pacf.m

时间序列工具箱

function [PACF]= pacf(Z,KMAX);
% Partial Autocorrelation function
% [PACF] = pacf(Z,N);
%
% Input:	Z    Signal
%		N    # of coefficients
% Output:	PACF autocorrelation function

%	Version 2.30
%	last revision 21.03.1998
%	Copyright (c) 1997, 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.

Z = Z-mean(Z);
N = max(size(Z));
if (nargin == 1) KMAX = N-1; end;


ACF = acorf(Z,KMAX+1);
PACF = acf2pacf(ACF);