Examples
aryule([1,2,3,4,5],2) ans = 1. - 0.8140351 0.1192982 |  |  |
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)
vector of real or complex numbers, length > 2
positive integer value < length(x) - 1
Output variables
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.
aryule([1,2,3,4,5],2) ans = 1. - 0.8140351 0.1192982 | | |