Using prony to obtain MA coefficients
1 view (last 30 days)
Show older comments
x is an ARMA(p,q) time series. How can the q MA coefficients be obtained using the prony function.
My tests, using simulated data, show that [b a]=prony(x,q,p) gives the AR coefficients in the vector a,
but the vector b does not return the q MA coeffients.
0 Comments
Answers (0)
See Also
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!