TS_PARTIAL_AUTOCORRELATION function [Time Series]

Function

Calculates the sample partial autocorrelation function of a stationary time series.

Syntax

TS_PARTIAL_AUTOCORRELATION (timeseries_expression, lagmax, lag_elem)
OVER (window-spec)

NoteThis function is available only with RAP – The Trading Edition Enterprise. See the Time Series Guide for detailed information on this function.