Does anyone know how to estimate an autoregressive (AR) all-pole model using the Yule-Walker method?

06 June 2014 0 957 Report

The command is 'aryule', by putting order as 4 I got 5 values like Create an AR(4) process and estimate the coefficients:

A=[1 -2.7607 3.8106 -2.6535 0.9238]; 1 is always therE. What are the coefficients?

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