Partial autocorrelation function
= Partial autocorrelation function
{title2=$\alpha(k)$}
= PACF
{c}
{synonym}
The partial <autocorrelation> at lag $k$ is the correlation of $X_t$ and $X_{t-k}$ after their linear projections onto the intervening observations are removed. A causal <autoregressive model> of order $p$ has zero partial correlations after lag $p$. This complements the finite cutoff of the <autocorrelation function> for a <moving-average model>.