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From: Rajiv Singh on 20 Dec 2007 17:32 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 |