v0.8.6: update indicator docs, ndepend tooling, ALMA refactor, gitignore cleanup

This commit is contained in:
Miha Kralj
2026-03-13 13:46:52 -07:00
parent e3e9555fc1
commit c75135ab14
402 changed files with 2222 additions and 1779 deletions
+2 -4
View File
@@ -13,9 +13,7 @@
| **PineScript** | [pacf.pine](pacf.pine) |
- The Partial Autocorrelation Function (PACF) measures the correlation between a time series and its lagged values, after removing the effects of all...
- Parameterized by `period`, `lag` (default 1).
- Output range: Varies (see docs).
- Requires `period` bars of warmup before first valid output (IsHot = true).
- **Similar:** [ACF](../acf/Acf.md), [LinReg](../linreg/LinReg.md) | **Trading note:** Partial autocorrelation; isolates direct lag relationships. Used for ARIMA model order selection.
- Validated against mathematical properties and Durbin-Levinson recursion expectations.
The Partial Autocorrelation Function (PACF) measures the correlation between a time series and its lagged values, after removing the effects of all intermediate lags. While ACF shows total correlation at each lag, PACF isolates the direct correlation, making it essential for AR model identification.
@@ -210,4 +208,4 @@ PACF is used in linear prediction and filter design, where the partial correlati
- Box, G.E.P., Jenkins, G.M. (1970). *Time Series Analysis: Forecasting and Control*. Holden-Day.
- Durbin, J. (1960). "The fitting of time series models." *Review of the International Statistical Institute*, 28, 233-243.
- Levinson, N. (1946). "The Wiener RMS error criterion in filter design and prediction." *Journal of Mathematics and Physics*, 25, 261-278.
- Hamilton, J.D. (1994). *Time Series Analysis*. Princeton University Press.
- Hamilton, J.D. (1994). *Time Series Analysis*. Princeton University Press.