Built-in autocorrelation functions (ACF) or partial autocorrelation functions (PACF) in these tools can quickly and accurately produce graphs and charts that generate easy-to-understand visual ...

We then apply them to quantile autoregressive (QAR) models, and introduce two valuable quantities, the quantile autocorrelation function (QACF) and the quantile partial autocorrelation function (QPACF ...

We derive the joint asymptotic distribution of the sample autocorrelation functions ρ̂R(i) of lag i, i = 1,..., l, based on the residuals {Rt}, t = 1, 2,..., n, obtained after fitting a nonlinear time ...