NDK_PACF

int __stdcall NDK_PACF ( double *  X,
size_t  N,
size_t  K,
double *  retVal 
)

Calculates the sample partial autocorrelation function (PACF).

Returns
status code of the operation
Return values
NDK_SUCCESS Operation successful
NDK_FAILED Operation unsuccessful. See Macros for full list.
Parameters
[in] X is the univariate time series data (a one dimensional array).
[in] N is the number of observations in X.
[in] K is the lag order (e.g. k=0 (no lag), k=1 (1st lag), etc.).
[out] retVal  is the calculated sample partial-autocorrelation value.
Remarks
1. The sample data may include observations with missing values (NaN)
Requirements
Header SFSDK.H
Library SFSDK.LIB
DLL SFSDK.DLL
Examples


   
Namespace:  NumXLAPI
Class:  SFSDK
Scope:  Public
Lifetime:  Static
int NDK_PACF ( double[]   pData,
UIntPtr  nSize,
int   nLag,
out double  retVal 
)

Calculates the sample partial autocorrelation function (PACF).

Return Value

a value from NDK_RETCODE enumeration for the status of the call. 

NDK_SUCCESS  operation successful
Error  Error Code
Parameters
[in] pData is the univariate time series data (a one dimensional array).
[in] nSize is the number of observations in pData.
[in] nLag is the lag order (e.g. k=0 (no lag), k=1 (1st lag), etc.).
[out] retVal  is the calculated sample partial-autocorrelation value.
Remarks
1. The sample data may include observations with missing values (NaN)
Exceptions
Exception Type Condition
None N/A
Requirements
Namespace NumXLAPI
Class SFSDK
Scope Public
Lifetime Static
Package NumXLAPI.DLL
Examples

	
References
Hull, John C.; Options, Futures and Other DerivativesFinancial Times/ Prentice Hall (2011), ISBN 978-0132777421