function [ajj] = pacf(y,M) ryy = xcorr(y,'coeff'); len = length(ryy); zero = (len+1)/2; ryy0 = ryy(zero); ryy_one_side = ryy(zero+1:len); ajj = []; for j = 1:M, ajj = [ajj pacf_mat(ryy0,ryy_one_side,j,1)]; end % p = 0:length(ajj)-1; p = 1:length(ajj); N = length(p); lim = 2/sqrt(length(y)); % Plot the figure %axis([0 length(ajj) min(min(ajj),-lim-0.1) ... % max(max(ajj),lim+0.1)]) %axis off, A = axes('FontSize',14); set(get(A,'Xlabel'),'FontSize',14); plot(p,ajj,p,ajj,'o',p,lim*ones(N,1),'--',... p,-lim*ones(N,1),'--') ylabel('PACF'),xlabel('Lag')