lev

lev — Yule-Walker equations (Levinson's algorithm)

Calling sequence

[ar,sigma2,rc]=lev(r)

`r`	: correlation coefficients
`ar`	: auto-Regressive model parameters
`sigma2`	: scale constant
`rc`	: reflection coefficients

resolve the Yule-Walker equations

using Levinson's algorithm.

C. B.