AR:Autoregressive model


in order to have the parameters of X i have apply ar(x,n) the result is an idpoly like that: A(q)y(t) = e(t) A(q) = 1 - 1.582 q^-1 + 0.7303 q^-2 .

-first i don't know how to extract the parameters i guest that here parameters are[1,1.582,0.7303] if it


  • I can't understand what are your inputs and what have to be your outputs. So, you have X and n and you have find the parameters? In this case, what is X? what is n?
  • Hi

    X(t)is Polynomial it represent my signal.
    n its the order of X.

    an autoregressif signal have this form:
    X(t+1)=a0 X(t)+a1 X(t-1)+a2 X(t-2) X(t-n).
    the ar function help me to have the [a0,a1,]parameters.
    >>A(q)y(t) = e(t) A(q) = 1 - 1.582 q^-1 + 0.7303 q^-2;

  • Ok, can you post your signal X?
Sign In or Register to comment.

Howdy, Stranger!

It looks like you're new here. If you want to get involved, click one of these buttons!


In this Discussion