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function [A,V]= yulewalker(C)
// Fit an AR (p)-model with Yule-Walker estimates given a vector C of autocovariances '[gamma_0, ..., gamma_p]'.
//Calling Sequence
//A = yulewalker(C)
//[A,V]= yulewalker(C)
//Parameters
//C: Autocovariances
//Description
//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.
funcprot(0);
lhs=argn(1);
rhs= argn(2);
if(rhs<1 | rhs>1)
error("Wrong number of input arguments");
end
if(lhs<1 | lhs>2)
error("Wrong number of output arguments");
end
select(lhs)
case 1 then
A= callOctave("yulewalker", C);
case 2 then
[A,V]= callOctave("yulewalker", C);
end
endfunction
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