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// Construction of square matrix required to compute PACF ajj, useful for the calculations in Sec. 6.4.5.
// 6.11
function ajj = pacf_mat(rvv0,rvv_rest,p,k)
if argn(2) == 3,
k = 1;
end
for i = 1:p
for j = 1:p
index = (k+i-1)-j;
if index == 0,
A(i,j) = rvv0;
elseif index < 0,
A(i,j) = rvv_rest(-index);
else
A(i,j) = rvv_rest(index);
end
end
b(i) = -rvv_rest(k+i-1);
end
a = A\b;
ajj = a(p);
endfunction;
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