invest1

 First Investigation of a signal (time series) - interactive
 [AutoCov,AutoCorr,ARPMX,E,CRITERIA,MOPS]=invest1(Y,Pmax,show);

 Y    time series
 Pmax    maximal order (optional)
 show  optional; if given the parameters are shown

 AutoCov    Autocorrelation 
 AutoCorr    normalized Autocorrelation
 PartACF    Partial Autocorrelation
 E    Error function E(p)
 CRITERIA curves of the various (see below) criteria, 
 MOPS=[optFPE optAIC optBIC optSBC optMDL optCAT optPHI];
      optimal model order according to various criteria

 FPE    Final Prediction Error (Kay, 1987)
 AIC    Akaike Information Criterion (Marple, 1987)
 BIC    Bayesian Akaike Information Criterion (Wei, 1994)
 SBC    Schwartz's Bayesian Criterion (Wei, 1994)
 MDL    Minimal Description length Criterion (Marple, 1987)
 CAT    Parzen's CAT Criterion (Wei, 1994)
 PHI    Phi criterion (Pukkila et al. 1988)
 minE        order where E is minimal

 REFERENCES:
  P.J. Brockwell and R.A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991.
  S.   Haykin "Adaptive Filter Theory" 3ed. Prentice Hall, 1996.
  M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981. 
  C.E. Shannon and W. Weaver "The mathematical theory of communication" University of Illinois Press, Urbana 1949 (reprint 1963).
  W.S. Wei "Time Series Analysis" Addison Wesley, 1990.