Levinson-Durbin recursion for autoregressive processes
Parameters: | s : array_like
nlags : integer
isacov : boolean
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Returns: | sigma_v : float
arcoefs : ndarray
pacf : ndarray
sigma : ndarray
phi : ndarray
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Notes
This function returns currently all results, but maybe we drop sigma and phi from the returns.
If this function is called with the time series (isacov=False), then the sample autocovariance function is calculated with the default options (biased, no fft).