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来自「matlab数字信号处理工具箱」· 代码 · 共 56 行

tsa >> Time Series Analysis
Univariate (stationary) analysis
   acovf
   acorf
   biacovf
   bispec
   durlev
   lattice
   pacf
   parcor
   invest0
   invest1
   selmo
   histo
   histo2
   histo3
   hup
   ucp
   y2res
   ar_spa
   detrend
   flix

Multivariate stationary analysis
   mvar
   mvfilter
   mvfreqz
   arfit2    
   histo4

Adaptive (time-varying) analysis
   aar   
   aarmam
   adim
   	
Conversions between forms
   ac2poly
   ac2rc
   ar2rc
   rc2ar
   poly2ac
   poly2ar
   poly2rc
   rc2ac
   rc2poly
   ar2poly
Utility functions
   arcext
   sinvest1
   sbispec
Test suites
   tsademo
   bisdemo
   invfdemo