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