ACFTOPACF Procedure

@ACF2PACF computes the partial autocorrelations for a set of input autocorrelations. This is really just for "textbook" purposes—in practice, these get computed together, so this would only be useful if you have a theoretical (rather than sample) set of autocorrelations and want to find the corresponding partial autocorrelations.

@ACF2PACF corr pcorr

Parameters

corr	(input) series of autocorrelations. 0 lag (1.0) in entry 1, 1st lag in entry 2, etc.
pcorr	(output) series of partial autocorrelations. Same arrangement as corr