Fit an AR (p)-model with Yule-Walker estimates given a vector c of autocovariances [gamma_0, ..., gamma_p]. Returns the AR coefficients, a, and the variance of white noise, v.
Fit an AR (p)-model with Yule-Walker estimates given a vector c of autocovariances [gamma_0, ..., gamma_p].
[gamma_0, ..., gamma_p]
Returns the AR coefficients, a, and the variance of white noise, v.