# PACF
# Usage
This function is used to calculate partial autocorrelation of input series by solving Yule-Walker equation.
Name: PACF
Input Series: Only support a single input series. The type is INT32 / INT64 / FLOAT / DOUBLE.
lag: Maximum lag of pacf to calculate. The default value is
Output Series: Output a single series. The type is DOUBLE.
# Examples
# Assigning maximum lag
Input series:
+-----------------------------+------------+
| Time|root.test.s1|
+-----------------------------+------------+
|2019-12-27T00:00:00.000+08:00| 5.0|
|2019-12-27T00:05:00.000+08:00| 5.0|
|2019-12-27T00:10:00.000+08:00| 5.0|
|2019-12-27T00:15:00.000+08:00| 5.0|
|2019-12-27T00:20:00.000+08:00| 6.0|
|2019-12-27T00:25:00.000+08:00| 5.0|
|2019-12-27T00:30:00.000+08:00| 6.0|
|2019-12-27T00:35:00.000+08:00| 6.0|
|2019-12-27T00:40:00.000+08:00| 6.0|
|2019-12-27T00:45:00.000+08:00| 6.0|
|2019-12-27T00:50:00.000+08:00| 6.0|
|2019-12-27T00:55:00.000+08:00| 5.982609|
|2019-12-27T01:00:00.000+08:00| 5.9652176|
|2019-12-27T01:05:00.000+08:00| 5.947826|
|2019-12-27T01:10:00.000+08:00| 5.9304347|
|2019-12-27T01:15:00.000+08:00| 5.9130435|
|2019-12-27T01:20:00.000+08:00| 5.8956523|
|2019-12-27T01:25:00.000+08:00| 5.878261|
|2019-12-27T01:30:00.000+08:00| 5.8608694|
|2019-12-27T01:35:00.000+08:00| 5.843478|
............
Total line number = 18066
SQL for query:
select pacf(s1, "lag"="5") from root.test
Output series:
+-----------------------------+-----------------------------+
| Time|pacf(root.test.s1, "lag"="5")|
+-----------------------------+-----------------------------+
|2019-12-27T00:00:00.000+08:00| 1.0|
|2019-12-27T00:05:00.000+08:00| 0.3528915091942786|
|2019-12-27T00:10:00.000+08:00| 0.1761346122516304|
|2019-12-27T00:15:00.000+08:00| 0.1492391973294682|
|2019-12-27T00:20:00.000+08:00| 0.03560059645868398|
|2019-12-27T00:25:00.000+08:00| 0.0366222998995286|
+-----------------------------+-----------------------------+