www.gusucode.com > 时间序列分析工具箱 - tsa源码程序 > tsa/ac2poly.m
function [A,E] = ac2poly(acf); % converts the autocorrelation sequence into an AR polynomial % [A,Efinal] = ac2poly(r) % % see also ACOVF ACORF AR2RC RC2AR DURLEV AC2POLY, POLY2RC, RC2POLY, RC2AC, AC2RC, POLY2AC % % Version 2.91 % Copyright (C) 1996-2002 by Alois Schloegl <a.schloegl@ieee.org> % This library is free software; you can redistribute it and/or % modify it under the terms of the GNU Library General Public % License as published by the Free Software Foundation; either % Version 2 of the License, or (at your option) any later version. % % This library is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU % Library General Public License for more details. % % You should have received a copy of the GNU Library General Public % License along with this library; if not, write to the % Free Software Foundation, Inc., 59 Temple Place - Suite 330, % Boston, MA 02111-1307, USA. if all(size(acf))>1, fprintf(2,'Error AC2POLY: "r" must be a vector\n'); return; end; mfilename='AC2POLY'; if ~exist('durlev','file') fprintf(2,'Error %s: DURLEV.M not found. \n Download TSA toolbox from http://www.dpmi.tu-graz.ac.at/~schloegl/matlab/tsa/\n',mfilename); return; end; [AR,RC,PE] = durlev(acf); A = [ones(size(AR,1),1),-AR]; E = PE(:,size(PE,2));