function [ar_coeff, var_est] = arcov(data_in, order)
//Autoregressive all-pole model parameters — covariance method
//Calling Sequence
//a = arcov(x,p)
//[a,e] = arcov(x,p)
//Parameters
// a: contains normalized estimates of the AR system parameters, A(z), in descending powers of z.
// e: variance estimate of the white noise input to the AR model
// x: is the input signal
// p: is the order of the auto regressive model
    
    checkNArgin(2,2, argn(2));
    if type(data_in)==10 then
        error("Input should not be of type char");
    end
    method = 'covariance';
    [ar_coeff, var_est, msg] = arParEst(data_in, order, method);
    if ~isempty(msg) then
        error(msg);
    end
    
    
endfunction

function checkNArgin(min_argin, max_argin, num_of_argin)
    if num_of_argin < min_argin then
        error('Not enough input arguments')
    end
    
    if num_of_argin > max_argin then
        error('Too many input arguments')
    end
        
endfunction