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Diffstat (limited to 'help/en_US/yulewalker.xml')
| -rw-r--r-- | help/en_US/yulewalker.xml | 26 |
1 files changed, 25 insertions, 1 deletions
diff --git a/help/en_US/yulewalker.xml b/help/en_US/yulewalker.xml index c336879..5fdac3c 100644 --- a/help/en_US/yulewalker.xml +++ b/help/en_US/yulewalker.xml @@ -17,7 +17,31 @@ <refnamediv> <refname>yulewalker</refname> - <refpurpose></refpurpose> + <refpurpose>Fit an AR (p)-model with Yule-Walker estimates given a vector C of autocovariances '[gamma_0, ..., gamma_p]'.</refpurpose> </refnamediv> + +<refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis> + A = yulewalker(C) + [A,V]= yulewalker(C) + </synopsis> +</refsynopsisdiv> + +<refsection> + <title>Parameters</title> + <variablelist> + <varlistentry><term>C:</term> + <listitem><para> Autocovariances</para></listitem></varlistentry> + </variablelist> +</refsection> + +<refsection> + <title>Description</title> + <para> +Fit an AR (p)-model with Yule-Walker estimates given a vector C of autocovariances '[gamma_0, ..., gamma_p]'. +Returns the AR coefficients, A, and the variance of white noise, V. +</para> +</refsection> </refentry> |