First Investigation of a signal (time series) - interactive
 [AutoCov,AutoCorr,ARPMX,E,CRITERIA,MOPS]=invest1(Y,Pmax,show);

 Y	time series
 Pmax	maximal order (optional)
 show  optional; if given the parameters are shown

 AutoCov	Autocorrelation 
 AutoCorr	normalized Autocorrelation
 PartACF	Partial Autocorrelation
 E	Error function E(p)
 CRITERIA curves of the various (see below) criteria, 
 MOPS=[optFPE optAIC optBIC optSBC optMDL optCAT optPHI];
      optimal model order according to various criteria

 FPE	Final Prediction Error (Kay, 1987)
 AIC	Akaike Information Criterion (Marple, 1987)
 BIC	Bayesian Akaike Information Criterion (Wei, 1994)
 SBC	Schwartz's Bayesian Criterion (Wei, 1994)
 MDL	Minimal Description length Criterion (Marple, 1987)
 CAT	Parzen's CAT Criterion (Wei, 1994)
 PHI	Phi criterion (Pukkila et al. 1988)
 minE		order where E is minimal

 REFERENCES:
  P.J. Brockwell and R.A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991.
  S.   Haykin "Adaptive Filter Theory" 3ed. Prentice Hall, 1996.
  M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981. 
  C.E. Shannon and W. Weaver "The mathematical theory of communication" University of Illinois Press, Urbana 1949 (reprint 1963).
  W.S. Wei "Time Series Analysis" Addison Wesley, 1990.

Package: tsa