Having an error using pacf function

Heres my code:

 %code
  clear all
  clc
  w=randn(10000,1);
  num=[1, -1, 0.25];
  y=filter(1,num,w);
  pr=pacf(y,20,0);
  stem(pr)
  title('PACF of an AR(2) Process')

I get this error everytime: http://imageshack.us/a/img248/1214/capture2uv.jpg

Answer 1

[Walter Roberson]

pacf is not a function in MATLAB. It is a calculated result. See http://www.mathworks.com/help/econ/test-for-autocorrelation.html

[LeBron]

Sorry i dont understand what i am suppose to do? I dont have that sample data file in my examples folder as that link suggests

[Walter Roberson]

That is an example that demonstrates the calculations. For you, if you assign your data to the variable "Y" then

pacf = parcorr(Y,20);

where the "20" is up to a lag of 20.

[LeBron]

so i still use my code that i posted above but just add the line u mentioned?

[Walter Roberson]

I think for you it might be:

w=randn(10000,1);
num=[1, -1, 0.25];
y=filter(1,num,w);
parcorr(y,20);
title('PACF of an AR(2) Process')

That is, parcorr() that is not assigned to an output looks like it produces a stem plot.

Note: I do not have the appropriate toolbox to test with.

[LeBron]

Wow so parcorr() worked but its weird how pacf() doesnt work. Thanks a lot for your help

[Walter Roberson]

There is no pacf() function in MATLAB or any of the toolboxes. You might perhaps have found a pacf() function somewhere else. pacf is returned by parcorr() if you assign it to a variable.