Solved – What does an ACF graph tell me that a PACF graph doesn’t

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It seems like the PACF graph is more informative than an ACF graph. What information does one get from an ACF graph that can not be gleaned from a PACF graph. (ACF = Auto-correlation function, and PACF = partial Autocorrelation).

Best Answer

They are algebraically relatable http://en.wikipedia.org/wiki/Autoregressive_model#Yule-Walker_equations thus there is no more information in one than the other. What do they speak is the unconditional relationship ACF and the conditional relationship PACF. If one has the ACF then one can impute the PACF and vice-versa.