pacf
Description
Partial Auto Covariance Function.
Class
Pure subroutine.
Synatx
call fortsa_stats_m:pacf(vec, n, par, m)
Arguments
vec
: Shall be a real(c_double)
and rank-1
array.
This argument is intent(in)
.
par
: Shall be a real(c_double)
and rank-1
array.
This argument is intent(out)
.
n
, m
: Shall be a integer(c_int)
scalar.
This argument is value
and intent(in)
.
n = size(vec)
, m = size(par)
.
acvf_opt
Description
Method 0 : Yule-Walker
Method 1 : Burg
Method 2 : Box-Jenkins Conditional MLE
Class
Impure subroutine.
Synatx
call fortsa_stats_m:pacf_opt(vec, n, method, par, m)
Arguments
vec
: Shall be a real(c_double)
and rank-1
array.
This argument is intent(in)
.
par
: Shall be a real(c_double)
and rank-1
array.
This argument is intent(out)
.
method
: Shall be a integer(c_int)
scalar.
This argument is value
and intent(in)
.
n
, m
: Shall be a integer(c_int)
scalar.
This argument is value
and intent(in)
.
n = size(vec)
, m = size(par)
.