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