ArmaFft.pacf()

statsmodels.sandbox.tsa.fftarma.ArmaFft.pacf

ArmaFft.pacf(nobs=None)

partial autocorrelation function of an ARMA process

Parameters:	ar : array_like, 1d coefficient for autoregressive lag polynomial, including zero lag ma : array_like, 1d coefficient for moving-average lag polynomial, including zero lag nobs : int number of terms (lags plus zero lag) to include in returned pacf
Returns:	pacf : array partial autocorrelation of ARMA process given by ar, ma

Notes

solves yule-walker equation for each lag order up to nobs lags

not tested/checked yet