arcext [tsa]
ARCEXT extracts AR and RC of order P from Matrix MX
function  [AR,RC] = arcext(MX,P);

INPUT:
MX 	AR and RC matrix calculated by durlev
P 	model order (default maximum possible)

OUTPUT
AR    autoregressive model parameter
RC    reflection coefficients (= -PARCOR coefficients)

All input and output parameters are organized in rows, one row
corresponds to the parameters of one channel

see also ACOVF ACORF DURLEV

REFERENCES:
P.J. Brockwell and R. A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991.
S. Haykin "Adaptive Filter Theory" 3rd ed. Prentice Hall, 1996.
M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981.
W.S. Wei "Time Series Analysis" Addison Wesley, 1990.