20-1.m

高阶谱分析包

ar=[1,–0.3,–0.1,–0.39,0.72]; ma=1; nlags=6;
rvec=cumtrue (ma,ar,2,nlags);
[a2,c2,p2,gf2,gb2]=trench( rvec(7:13), rvec(7:–1:1));