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 ...

The inverse autocorrelation function is not often discussed in textbooks, so a brief description is given here. More complete discussions can be found in Cleveland (1972), Chatfield (1980), and ...

Peter R. Hansen, Asger Lunde, ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR, Econometric Theory, Vol. 30, No. 1 (February 2014), pp. 60-93 ...