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// 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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