invest0

 First Investigation of a signal (time series) - automated part
 [AutoCov,AutoCorr,ARPMX,E,ACFsd,NC]=invest0(Y,Pmax);

 [AutoCov,AutoCorr,ARPMX,E,ACFsd,NC]=invest0(AutoCov,Pmax,Mode);
 

 Y    time series
 Pmax    maximal order (optional)

 AutoCov    Autocorrelation 
 AutoCorr    normalized Autocorrelation
 PartACF    Partial Autocorrelation
 ARPMX     Autoregressive Parameter for order Pmax-1
 E            Error function E(p)
 NC            Number of values (length-missing values)

 REFERENCES:
  P.J. Brockwell and R.A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991.
  M.S. Grewal and A.P. Andrews "Kalman Filtering" Prentice Hall, 1993. 
  S. Haykin "Adaptive Filter Theory" 3ed. Prentice Hall, 1996.
  M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981. 
  W.S. Wei "Time Series Analysis" Addison Wesley, 1990.