Using prony to obtain MA coefficients

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Chris Koen 2022-4-10

x is an ARMA(p,q) time series. How can the q MA coefficients be obtained using the prony function.

My tests, using simulated data, show that [b a]=prony(x,q,p) gives the AR coefficients in the vector a,

but the vector b does not return the q MA coeffients.

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R2015a

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