## Partial autocorrelation

Purpose

Description

Macro Synopsis

Modules

Related Functions

References

### Purpose

Partial autocorrelation

### Description

This function computes the partial autocorrelation of the given
signal and is calculated from the ordinary autocorrelation by means
of a Levinson-Durbin-recursion.
The partial autocorrelation is the partial correlation of and with the intermediate random variables held constant, where .
is the coefficient of in the linear prediction of by preceding random variables .

### Macro Synopsis

`y = PartialAutoCorr(x);`

signal x,y;

### Modules

Student, Professional

### Related Functions

Autocorrelation.

### References

Conover [11], Graybill [12],
Hollander/Wolfe [13]