Estimate partial autocorrelations of a numeric vector

Estimate the sample partial autocorrelation function of a numeric vector.

Usage

pacf_vec(x, lag_max = 24, ...)

Arguments

x

Numeric vector.

lag_max

Integer. Maximum lag for which the partial autocorrelation is estimated.

...

Further arguments passed to stats::pacf().

Value

A numeric vector containing the sample partial autocorrelations for lags 1 to lag_max.

Details

pacf_vec() is a small wrapper around stats::pacf(). It returns the sample partial autocorrelations as a numeric vector for lags 1 to lag_max.

See also

Other data analysis: acf_vec(), estimate_acf(), estimate_kurtosis(), estimate_mode(), estimate_pacf(), estimate_skewness(), summarise_data(), summarise_split(), summarise_stats()

Examples

library(dplyr)

x <- M4_monthly_data |>
  filter(series == first(series)) |>
  pull(value)

pacf_vec(
  x = x,
  lag_max = 12
)
#>  [1]  0.992958082  0.062614262  0.005388978 -0.005221888  0.043685682
#>  [6] -0.041864960  0.012261946 -0.023825645  0.062006799 -0.033049289
#> [11] -0.010337346  0.015735471