<?xml version="1.0" encoding="UTF-8"?> <!-- * * This help file was generated from yulewalker.sci using help_from_sci(). * --> <refentry version="5.0-subset Scilab" xml:id="yulewalker" xml:lang="en" xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:ns3="http://www.w3.org/1999/xhtml" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:scilab="http://www.scilab.org" xmlns:db="http://docbook.org/ns/docbook"> <refnamediv> <refname>yulewalker</refname> <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>