Sample partial autocorrelation

`parcorr(y)`

`parcorr(y,Name,Value)`

`pacf = parcorr(___)`

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

`parcorr(ax,___)`

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

`parcorr(`

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

)`y`

with confidence bounds.

`parcorr(`

uses
additional options specified by one or more name-value pair arguments. For
example, `y`

,`Name,Value`

)`parcorr(y,'NumLags',10,'NumSTD',2)`

plots the sample
PACF of `y`

for `10`

lags and displays
confidence bounds consisting of `2`

standard errors.

returns the sample
PACF of `pacf`

= parcorr(___)`y`

using any of the input arguments in the previous
syntaxes.

`parcorr(`

plots on the axes specified by `ax`

,___)`ax`

instead
of the current axes (`gca`

). `ax`

can precede any of the input
argument combinations in the previous syntaxes.

To plot the PACF without confidence bounds, set `'NumSTD',0`

.

`parcorr`

plots the PACF when you do not request any output or
when you request the fourth output.

[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.