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# scikits.statsmodels.sandbox.tsa.pacf_ols

`scikits.statsmodels.sandbox.tsa.``pacf_ols`(x, maxlag=20)

  Partial autocorrelation estimated with non-recursive OLS

  Parameters: | x : 1d array observations of time series for which pacf is calculated maxlag : int largest lag for which pacf is returned
  Returns: | pacf : 1d array partial autocorrelations, maxlag+1 elements

  Notes

  This solves a separate OLS estimation for each desired lag.

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