From: Rajiv Singh on
Also see System Identification Toolbox.

-rajiv

<p(a)dirac.org> wrote in message news:77iPi.4623$h33.4468(a)trndny02...
>I started learning MatLab a couple of days ago, so I'm pretty new.
>
> Suppose I have an ordered sequence of numbers.
>
> a) How can I calculate an ACF and PACF for the series?
>
> b) Given a "p" and "q", how can I find the coefficients for the AR(p) and
> MA(q) fit for my data?
>
> c) Are there functions that automatically generate AR(p) and MA(q)
> realizations so I can look at the pretty pictures? :) We've been
> doing
> a lot of theory, and I'd like to see what some of these things look
> like.
>
>
> Are there linear Time Series books that use MatLab as a teaching tool?
>
> Thanks!
> Pete