Having an error using pacf function

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LeBron
LeBron 2013-2-24
Heres my code:
%code
clear all
clc
w=randn(10000,1);
num=[1, -1, 0.25];
y=filter(1,num,w);
pr=pacf(y,20,0);
stem(pr)
title('PACF of an AR(2) Process')
I get this error everytime: http://imageshack.us/a/img248/1214/capture2uv.jpg

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回答（1 个）

Walter Roberson
Walter Roberson 2013-2-24
pacf is not a function in MATLAB. It is a calculated result. See http://www.mathworks.com/help/econ/test-for-autocorrelation.html
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LeBron
LeBron 2013-2-25
Wow so parcorr() worked but its weird how pacf() doesnt work. Thanks a lot for your help
Walter Roberson
Walter Roberson 2013-2-25
There is no pacf() function in MATLAB or any of the toolboxes. You might perhaps have found a pacf() function somewhere else. pacf is returned by parcorr() if you assign it to a variable.

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