www.gusucode.com > 时间序列分析工具箱 - tsa源码程序 > tsa/poly2ac.m
function ACF=poly2ac(a,efinal) % converts an AR polynomial into an autocorrelation sequence % [R] = poly2ac(a [,efinal] ); % % see also ACOVF ACORF AR2RC RC2AR DURLEV AC2POLY, POLY2RC, RC2POLY, RC2AC, AC2RC, POLY2AC % % Version 2.90 last revision 10.04.2002 % 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. fprintf(2,'ERROR: POLY2AC does not work yet. Sorry\n'); return; mfilename='POLY2AC'; if ~exist('rc2ar','file') fprintf(2,'Error %s: RC2AR.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] = ar2rc(poly2ar(a)); %[AR,RC,PE,ACF] = rc2ar(RC); if nargin<2, efinal=PE(:,size(PE,2)); end; ACF=zeros(size(a)); ACF(:,1) = 1; for k=2:size(a,2), ACF(:,k)=sum(AR(:,1:k-1).*ACF(:,k-(1:k-1)),2); end; R0=(sum(AR(:,1:k-1).*ACF(:,2:size(ACF,2)),2)+1).*efinal; %PE(:,size(PE,2)); ACF = ACF.*R0(:,ones(1,size(ACF,2))); %ACF=ACF*efinal*PE(1)/PE(length(PE));