Implement the levinson-durbin algorithm

Reference no: EM13901633

Implement the Levinson-Durbin algorithm.

(a) Test the implementation with the following values of p = 2,3,5 on the following time-series:

Period i	di
1	20
2	18
3	17
4	17
5	19
6	22
7	20
8	20
9	19
10	18
11	19
12	22
13	20
14	21
15	22
16	24
17	23
18	25
19	27
20	26

(b) Test the same implementation on the differentiated time-series Ddi = di-di-1

Reference no: EM13901633

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