Module DPACF in IMSLS

General Information

Compute the sample partial autocorrelation function of a stationary time series.

Usage

CALL DPACF (MAXLAG, AC, PAC)

Classification

L10a2a2

Partial autocorrelations

Type

subroutine in IMSLS package

Language

Fortran

Availability

Proprietary, Portable

Precision

Double Precision

Alternates

PACF

Single Precision

Installation on ITL; Unix Workstation Network

Location

National Institute of Standards and Technology (NIST), Gaithersburg, MD.

Contact

Gaithersburg Consulting Office: 301-975-2968 (FTS 879-2968)

Usage

Access available only to NIST staff on internal Unix systems. They may access this package provided the /itl tree is cross-mounted.

Documentation

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/dpacf

Example

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/dpacf

To Link

Login to spruce.nist.gov and see ITL How-To for information on how to setup your environment and link.