parcor

 estimates partial autocorrelation coefficients 
 Multiple channels can be used (one per row).

 [PARCOR, AR, PE] = parcor(AutoCov); % calculates Partial autocorrelation, autoregressive coefficients and residual error variance from the Autocorrelation function. 

 [PARCOR] = parcor(acovf(x,p)); % calculates the Partial Autocorrelation coefficients of the data series x up to order p

  INPUT:
 AutoCov    Autocorrelation function for lag=0:P

  OUTPUT
 AR    autoregressive model parameter    
 PARCOR partial correlation coefficients (= -reflection coefficients)
 PE    remaining error variance

 All input and output parameters are organized in rows, one row 
 corresponds to the parameters of one channel. 
 The PARCOR coefficients are the negative reflection coefficients. 
 A significance test is implemented in PACF.

 see also: PACF ACOVF ACORF DURLEV AC2RC

 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.
  W.S. Wei "Time Series Analysis" Addison Wesley, 1990.