ac2poly.m

时间序列分析的matlab程序

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 <[e-mail]>

% 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));