# With regard to ARMA time series, what exactly is eacf (extended auto-correlation function)?

I'm going through my copy of Analysis of Financial Time Series, 2nd Edition, and I'm at the ARMA portion. One of the techniques for model selection is computation of the extended auto-correlation function, which indicates that, in a table of EACF's with MA coefficients listed across the top and AR coefficients listed down the side, the top-leftmost EACF that is less than the absolute value of 2 times the standard error of the EACF is at the position that indicates a good choice for the orders of the model. Can someone please explain to me exactly what the EACF is?