Forecast - Partial autocorrelation function
1 次查看(过去 30 天)
显示 更早的评论
Hi Forecast-community,
Currently I am stuck in a tricky, but simple problem. To estimate my forecast model (SARIMA) I need a partial autocorrelation function. I use the toolbox parcorr. My command is
[PACF,plags,pBounds]=parcorr(Series,nLags,R,nSTDs);
In general the PACF output should be between -1 and 1 but I have outputs which exceeds these boundaries.
My Questions:
Does I have an error when PACF exceeds the boundaries?
How can I fix this output?
Thanks for any help
Merten
0 个评论
回答(0 个)
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Mathematics and Optimization 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!