statsmodels.tsa.stattools.pacf_ols

statsmodels.tsa.stattools.pacf_ols(x, nlags=40) [source]

Calculate partial autocorrelations

Parameters:	x (1d array) – observations of time series for which pacf is calculated nlags (int) – Number of lags for which pacf is returned. Lag 0 is not returned.
Returns:	pacf – partial autocorrelations, maxlag+1 elements
Return type:	1d array

Notes

This solves a separate OLS estimation for each desired lag.