Computes various measures based on partial autocorrelation coefficients of the original series, first-differenced series and second-differenced series.
feat_pacf(x, .period = 1, lag_max = NULL, ...)a univariate time series
The seasonal period (optional)
maximum lag at which to calculate the acf. The default is
max(.period, 10L) for feat_acf, and max(.period, 5L) for feat_pacf
Further arguments passed to stats::acf() or stats::pacf()
A vector of 3 values: Sum of squared of first 5 partial autocorrelation coefficients of the original series, first differenced series and twice-differenced series. For seasonal data, the partial autocorrelation coefficient at the first seasonal lag is also returned.