- Article
Unraveling Time Series Dynamics: Evaluating Partial Autocorrelation Function Distribution and Its Implications
- Hossein Hassani,
- Leila Marvian,
- Masoud Yarmohammadi and
- Mohammad Reza Yeganegi
The objective of this paper is to assess the distribution of the Partial Autocorrelation Function (PACF), both theoretically and empirically, emphasizing its crucial role in modeling and forecasting time series data. Additionally, it evaluates the de...