m1 = idpoly([1,-0.5],[],[1,-0.8]); % m1 = idpoly([1,-1.5,1.21,-0.455],[],[1,0.2,0.9]); % m1 = idpoly([1,-0.5,0.5],[],[1,-1]); e = 0.1*randn(100000,1); y = sim(m1,e); z = [y e]; idplot(z(1:500,:)); ryy = xcorr(y,'coeff'); len = length(ryy); zero = (len+1)/2; ryy0 = ryy(zero); ryy_one_side = ryy(zero+1:len); for j = 1:5, for m = 1:5, A(j,m) = pacf_mat(ryy0,ryy_one_side,m,j); end end A