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<?xml version="1.0" encoding="UTF-8"?>
<!--
*
* This help file was generated from aryule.sci using help_from_sci().
*
-->
<refentry version="5.0-subset Scilab" xml:id="aryule" 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>aryule</refname>
<refpurpose>This function fits an AR (p)-model with Yule-Walker estimates.</refpurpose>
</refnamediv>
<refsynopsisdiv>
<title>Calling Sequence</title>
<synopsis>
a = aryule (x, p)
[a, v] = aryule (x, p)
[a, v, k] = aryule (x, p)
</synopsis>
</refsynopsisdiv>
<refsection>
<title>Parameters</title>
<variablelist>
<varlistentry><term>x:</term>
<listitem><para> vector of real or complex numbers, length > 2</para></listitem></varlistentry>
<varlistentry><term>p:</term>
<listitem><para> positive integer value < length(x) - 1</para></listitem></varlistentry>
<varlistentry><term>a, v, k:</term>
<listitem><para> Output variables</para></listitem></varlistentry>
</variablelist>
</refsection>
<refsection>
<title>Description</title>
<para>
This is an Octave function.
</para>
<para>
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.
</para>
</refsection>
<refsection>
<title>Examples</title>
<programlisting role="example"><![CDATA[
aryule([1,2,3,4,5],2)
ans =
1. - 0.8140351 0.1192982
]]></programlisting>
</refsection>
</refentry>
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