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+function [ar_coeff, var_est] = arcov(data_in, order)
+//arcov Autoregressive all-pole model parameters — covariance method
+//Calling Syntax
+//a = arcov(x,p)
+//[a,e] = arcov(x,p)
+//a, contains normalized estimates of the AR system parameters, A(z), in descending powers of z.
+//e variance estimate of the white noise input to the AR model
+// x is the input signal
+// p is the order of the auto regressive model
+    
+    checkNArgin(2,2, argn(2));
+    if type(data_in)==10 then
+        error("Input should not be of type char");
+    end
+    method = 'covariance';
+    [ar_coeff, var_est, msg] = arParEst(data_in, order, method);
+    if ~isempty(msg) then
+        error(msg);
+    end
+    
+    
+endfunction
+
+function checkNArgin(min_argin, max_argin, num_of_argin)
+    if num_of_argin < min_argin then
+        error('Not enough input arguments')
+    end
+    
+    if num_of_argin > max_argin then
+        error('Too many input arguments')
+    end
+        
+endfunction