Navigation

Operators and Keywords

Function List:

• » Octave core
• » by package
• » alphabetical

C++ API

: [a, v] = yulewalker (c)

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.

Package: octave