Fit an AR (p)-model with Yule-Walker estimates given a vector C of autocovariances '[gamma_0, ..., gamma_p]'.
A = yulewalker(C) [A,V]= yulewalker(C)
Autocovariances
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.