aryule This function fits an AR (p)-model with Yule-Walker estimates. Calling Sequence a = aryule (x, p) [a, v] = aryule (x, p) [a, v, k] = aryule (x, p) Parameters x: vector of real or complex numbers, length > 2 p: positive integer value < length(x) - 1 a, v, k: Output variables Description This is an Octave function. This function fits an AR (p)-model with Yule-Walker estimates. The first argument is the data vector which is to be estimated. Output variable a gives the AR coefficients, v gives the variance of the white noise and k gives the reflection coefficients to be used in the lattice filter. Examples