www.gusucode.com > mbcmodels 工具箱 matlab 源码程序 > mbcmodels/@xregcovariance/arma.m
function [w,bnds]= ar(c,yhat,X,varargin); % COVMODEL/ARMA Auto-regressive Moving Average model % % order(MA) = order(AR) or order(AR)-1 % Copyright 2000-2004 The MathWorks, Inc. and Ford Global Technologies, Inc. if nargin==1 w= 1; bnds= []; else ny= length(yhat); x= [1 zeros(1,ny-1)]; nb= floor(length(c.param)/2); b= [1 c.param(1:nb)]; a= [1 -c.cparam(nb+1:end)]; w= filter(b,a,x); w= toeplitz(w); end