Scilab 6.0.0

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See the recommended documentation of this function

# lattp

Identification of MA part of a vector ARMA process

### Syntax

[la,lb]=lattp(n,p,cov)

### Arguments

- n
maximum order of the filter

- p
fixed dimension of the MA part. If

`p= -1`

, the algorithm reduces to the classical Levinson recursions.- cov
matrix containing the

`Rk`

's (`d*d`

matrices for a d-dimensional process).It must be given the following way- la
list-type variable, giving the successively calculated polynomials (degree 1 to degree p),with coefficients Ak

### Description

This function identifies the MA part of a vector ARMA(n,p) process.

### Example

### See also

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