A simple approach to understanding the behaviour of the partial autocorrelation function of seasonal time series is presented, based on a partial autocorrelation pattern. This pattern, which acts as a ...

Built-in autocorrelation functions (ACF) or partial autocorrelation functions (PACF) in these tools can quickly and accurately produce graphs and charts that generate easy-to-understand visual ...

In this article, we propose two important measures, quantile correlation (QCOR) and quantile partial correlation (QPCOR). We then apply them to quantile autoregressive (QAR) models, and introduce two ...