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Sample partial autocorrelation

`parcorr(y)`

`parcorr(y,numLags)`

`parcorr(y,numLags,numAR,numSTD)`

`pacf = parcorr(y)`

`pacf = parcorr(y,numLags)`

`pacf = parcorr(y,numLags,numAR,numSTD)`

```
[pacf,lags,bounds]
= parcorr(___)
```

`parcorr(`

plots the sample
partial autocorrelation function (PACF) of the univariate,
stochastic time series `y`

)`y`

with confidence bounds.

To plot the ACF without confidence bounds, set `numSTD`

to
0.

[1] Box, G. E. P., G. M. Jenkins, and G. C.
Reinsel. *Time Series Analysis: Forecasting and Control*.
3rd ed. Englewood Cliffs, NJ: Prentice Hall, 1994.

[2] Hamilton, J. D. *Time Series Analysis*.
Princeton, NJ: Princeton University Press, 1994.

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