converts AR-polynomial into reflection coefficients [RC,R0] = poly2rc(A [,Efinal]) INPUT: A AR polynomial, each row represents one polynomial Efinal is the final prediction error variance (default value 1) OUTPUT RC reflection coefficients R0 is the variance (autocovariance at lag=0) based on the prediction error see also ACOVF ACORF AR2RC RC2AR DURLEV AC2POLY, POLY2RC, RC2POLY, RC2AC, AC2RC, POLY2AC
Package: tsa