www.gusucode.com > mbcmodels 工具箱 matlab 源码程序 > mbcmodels/@xregcovariance/ar1.m

    function [w,bnds]= ar1(c,yhat,X,varargin);
% COVMODEL/AR1 Auto-regressive model of order 1

%  Copyright 2000-2004 The MathWorks, Inc. and Ford Global Technologies, Inc.



% if length(X)<3 | all(abs( diff(X,2) ) < norm(X)*1e-8;

if nargin==1
   w= 1;
   bnds= [-1+1.0e-8 1-1.0e-8];
else
   w= c.cparam(1).^(0:length(yhat)-1);
   w= toeplitz(w);
end