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partial autocorrelation within groups

To: s-news@wubios.wustl.edu
Subject: partial autocorrelation within groups
From: Jack Lewis <jl7001@axe.humboldt.edu>
Date: Fri, 29 Jun 2001 16:58:37 -0700
Organization: Redwood Sciences Laboratory, PSW Research Station
With models fitted by lme and gls, ACF.lme() and ACF.gls() give the
empirical autocorrelation function of within-groups residuals [nlme
package version 3.3], but not the partial autocorrelations.  Yet both
are needed for ARMA model identification.  Has anyone written a function
to calculate the partial autocorrelations?

Thanks,

Jack Lewis


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