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| author | prashantsinalkar | 2018-02-03 11:01:52 +0530 |
|---|---|---|
| committer | prashantsinalkar | 2018-02-03 11:01:52 +0530 |
| commit | 7bc77cb1ed33745c720952c92b3b2747c5cbf2df (patch) | |
| tree | 449d555969bfd7befe906877abab098c6e63a0e8 /2048/DEPENDENCIES/pacf.sci | |
| parent | d1e070fe2d77c8e7f6ba4b0c57b1b42e26349059 (diff) | |
| download | Scilab-TBC-Uploads-master.tar.gz Scilab-TBC-Uploads-master.tar.bz2 Scilab-TBC-Uploads-master.zip | |
Diffstat (limited to '2048/DEPENDENCIES/pacf.sci')
| -rw-r--r-- | 2048/DEPENDENCIES/pacf.sci | 24 |
1 files changed, 24 insertions, 0 deletions
diff --git a/2048/DEPENDENCIES/pacf.sci b/2048/DEPENDENCIES/pacf.sci new file mode 100644 index 000000000..df383297c --- /dev/null +++ b/2048/DEPENDENCIES/pacf.sci @@ -0,0 +1,24 @@ +// Determination of the PACF of AR(p) process, as explained in Sec. 6.4.5.
+// 6.10
+
+function [ajj] = pacf(v,M)
+exec('label.sci',-1);
+rvvn = xcorr(v,'coeff');
+len = length(rvvn);
+zero = (len+1)/2;
+rvvn0 = rvvn(zero);
+rvvn_one_side = rvvn(zero+1:len);
+ajj = [];
+exec('pacf_mat.sci',-1);
+for j = 1:M,
+ ajj = [ajj pacf_mat(rvvn0,rvvn_one_side,j,1)];
+end
+p = 1:length(ajj);
+N = length(p);
+lim = 2/sqrt(length(v));
+
+// Plot the figure
+plot(p,ajj,p,ajj,'o',p,lim*ones(N,1),'--',...
+ p,-lim*ones(N,1),'--');
+label('',4,'Lag','PACF',4);
+endfunction;
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