<?xml version="1.0" encoding="ISO-8859-1" standalone="no"?>
<!DOCTYPE MAN SYSTEM "../../manrev.dtd">
<MAN>
  <LANGUAGE>eng</LANGUAGE>
  <TITLE>lev</TITLE>
  <TYPE>Scilab Function</TYPE>
  <DATE>April 1993</DATE>
  <SHORT_DESCRIPTION name="lev"> Yule-Walker equations (Levinson's algorithm)  </SHORT_DESCRIPTION>
  <CALLING_SEQUENCE>
    <CALLING_SEQUENCE_ITEM>[ar,sigma2,rc]=lev(r)  </CALLING_SEQUENCE_ITEM>
  </CALLING_SEQUENCE>
  <PARAM>
    <PARAM_INDENT>
      <PARAM_ITEM>
        <PARAM_NAME>r</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: correlation coefficients</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
      <PARAM_ITEM>
        <PARAM_NAME>ar</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: auto-Regressive model parameters</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
      <PARAM_ITEM>
        <PARAM_NAME>sigma2</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: scale constant</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
      <PARAM_ITEM>
        <PARAM_NAME>rc</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: reflection coefficients</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
    </PARAM_INDENT>
  </PARAM>
  <DESCRIPTION>
    <P>
    resolve the Yule-Walker equations</P>
    <P>
    using Levinson's algorithm.</P>
  </DESCRIPTION>
  <AUTHOR>C. B.  </AUTHOR>
</MAN>
