Forecast - Partial autocorrelation function

Hi Forecast-community,
Currently I am stuck in a tricky, but simple problem. To estimate my forecast model (SARIMA) I need a partial autocorrelation function. I use the toolbox parcorr. My command is
[PACF,plags,pBounds]=parcorr(Series,nLags,R,nSTDs);
In general the PACF output should be between -1 and 1 but I have outputs which exceeds these boundaries.
My Questions:
Does I have an error when PACF exceeds the boundaries?
How can I fix this output?
Thanks for any help
Merten

답변 (0개)

카테고리

도움말 센터File Exchange에서 Multivariate Models에 대해 자세히 알아보기

질문:

2012년 4월 17일

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by