www.pudn.com > tsa.rar > pacf.m
function [PARCOR,sig,cil,ciu]= pacf(Z,KMAX); % Partial Autocorrelation function % [parcor,sig,cil,ciu] = pacf(Z,N); % % Input: % Z Signal, each row is analysed % N # of coefficients % Output: % parcor autocorrelation function % sig p-value for significance test % cil lower confidence interval % ciu upper confidence interval % % see also: DURLEV, LATTICE, AC2RC, AR2RC, % FLAG_IMPLICIT_SIGNIFICANCE % Version 2.99b Date: 24Sep 2002 % Copyright (C) 1997-2002 by Alois Schloegl% % This library is free software; you can redistribute it and/or % modify it under the terms of the GNU Library General Public % License as published by the Free Software Foundation; either % Version 2 of the License, or (at your option) any later version. % % This library is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU % Library General Public License for more details. % % You should have received a copy of the GNU Library General Public % License along with this library; if not, write to the % Free Software Foundation, Inc., 59 Temple Place - Suite 330, % Boston, MA 02111-1307, USA. [nr,nc] = size(Z); if nc