Estimate the sample partial autocorrelation

The function estimates the sample partial autocorrelation function of a tibble containing several time series.

Usage

estimate_pacf(.data, context, lag_max = 24, level = 0.9, ...)

Arguments

.data

A tibble containing the time series data.

context

A named list with the identifiers for seried_id, value_id and index_id.

lag_max

Maximum lag as integer.

level

Numeric value. The confidence level to check significance.

...

Further arguments passed to stats::pacf().

Value

data A tibble with a column for the unique identifier of the time series and the columns type, lag and value.