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, ...)

## Arguments

x 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()

## Value

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.