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v4.1:: Cosmetic changes. 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2451 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
stepan 2009-03-06 16:09:35 +00:00
parent fd251e6bf7
commit 54f7a0376a
1 changed files with 0 additions and 11 deletions
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matlab/autoregressive_process_specification.m
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@ -75,17 +75,6 @@ function [InnovationVariance,AutoregressiveParameters] = autoregressive_process_
AutoregressiveParameters(1) = t2-t3-Rho(1);
AutoregressiveParameters(2) = (Rho(2)*Rho(2)-Rho(3)*Rho(1)-Rho(1)*Rho(1)+Rho(2))*t1 ;
AutoregressiveParameters(3) = t3-Rho(1)+t2;
case 4
AutoregressiveParameters(1) = (Rho(1)*Rho(1)*Rho(1)*(Rho(4)+2)-Rho(1)*(Rho(3)*Rho(3)+1)+Rho(3)*Rho(4)-Rho(2)*Rho(2)*(Rho(3)-Rho(1)*Rho(4))-Rho(1)*Rho(1)*(Rho(3)+Rho(3)*Rho(4))+Rho(2)*(2*Rho(3)*Rho(1)*Rho(1)-3*Rho(1)*Rho(1)*Rho(1)+(Rho(3)*Rho(3)-2*Rho(4)+1)*Rho(1)+Rho(3))+Rho(2)*Rho(2)*Rho(2)*(Rho(1)-Rho(3)))/(2*Rho(1)*Rho(1)*Rho(1)*Rho(3)-Rho(1)*Rho(1)*Rho(1)*Rho(1)+2*Rho(1)*Rho(1)*Rho(2)*Rho(2)-4*Rho(1)*Rho(1)*Rho(2)-Rho(1)*Rho(1)*Rho(3)*Rho(3)+3*Rho(1)*Rho(1)+2*Rho(1)*Rho(2)*Rho(2)*Rho(3)-4*Rho(1)*Rho(2)*Rho(3)-Rho(2)*Rho(2)*Rho(2)*Rho(2)+2*Rho(2)*Rho(2)+Rho(3)*Rho(3)-1);
AutoregressiveParameters(2) = ((Rho(2)*Rho(2)-Rho(3)*Rho(1)-Rho(1)*Rho(1)+Rho(2))*(Rho(1)*Rho(1)-2*Rho(1)*Rho(3)+Rho(3)*Rho(3)+Rho(2)+Rho(4)-Rho(2)*Rho(4)-1))/(2*Rho(1)*Rho(1)*Rho(1)*Rho(3)-Rho(1)*Rho(1)*Rho(1)*Rho(1)+2*Rho(1)*Rho(1)*Rho(2)*Rho(2)-4*Rho(1)*Rho(1)*Rho(2)-Rho(1)*Rho(1)*Rho(3)*Rho(3)+3*Rho(1)*Rho(1)+2*Rho(1)*Rho(2)*Rho(2)*Rho(3)-4*Rho(1)*Rho(2)*Rho(3)-Rho(2)*Rho(2)*Rho(2)*Rho(2)+2*Rho(2)*Rho(2)+Rho(3)*Rho(3)-1);
AutoregressiveParameters(3) = (Rho(1)*Rho(1)*(2*Rho(2)*Rho(3)+Rho(3)*Rho(4))-Rho(3)+Rho(2)*Rho(2)*Rho(3)+Rho(2)*Rho(2)*Rho(2)*Rho(3)+Rho(1)*((Rho(4)-2)*Rho(2)*Rho(2)-Rho(2)*Rho(2)*Rho(2)+(2-Rho(4)-3*Rho(3)*Rho(3))*Rho(2)+Rho(4))+Rho(3)*Rho(3)*Rho(3)-Rho(1)*Rho(1)*Rho(1)*(Rho(4)-Rho(2)+1)-Rho(2)*Rho(3)*Rho(4))/(2*Rho(1)*Rho(1)*Rho(1)*Rho(3)-Rho(1)*Rho(1)*Rho(1)*Rho(1)+2*Rho(1)*Rho(1)*Rho(2)*Rho(2)-4*Rho(1)*Rho(1)*Rho(2)-Rho(1)*Rho(1)*Rho(3)*Rho(3)+3*Rho(1)*Rho(1)+2*Rho(1)*Rho(2)*Rho(2)*Rho(3)-4*Rho(1)*Rho(2)*Rho(3)-Rho(2)*Rho(2)*Rho(2)*Rho(2)+2*Rho(2)*Rho(2)+Rho(3)*Rho(3)-1);
AutoregressiveParameters(4) = (Rho(1)+Rho(3)/2-Rho(4)/2-(3*Rho(1)*Rho(2))/2+(Rho(1)*Rho(4))/2-(Rho(2)*Rho(3))/2+Rho(2)*Rho(2)-1/2)/(Rho(3)-Rho(1)*(2*Rho(2)+Rho(3)-1)+Rho(1)*Rho(1)+Rho(2)*Rho(2)-1)+(Rho(1)+Rho(3)/2+Rho(4)/2-(3*Rho(1)*Rho(2))/2+(Rho(1)*Rho(4))/2-(Rho(2)*Rho(3))/2-Rho(2)*Rho(2)+1/2)/(Rho(3)+Rho(1)*(Rho(3)-2*Rho(2)+1)-Rho(1)*Rho(1)-Rho(2)*Rho(2)+1)-1;
case 5
AutoregressiveParameters(1) = (Rho(1)*Rho(1)*Rho(1)*Rho(1)*Rho(1) - 3*Rho(1)*Rho(1)*Rho(1)*Rho(1)*Rho(3) + Rho(5)*Rho(1)*Rho(1)*Rho(1)*Rho(1) - 5*Rho(1)*Rho(1)*Rho(1)*Rho(2)*Rho(2) + 2*Rho(1)*Rho(1)*Rho(1)*Rho(2)*Rho(4) + 6*Rho(1)*Rho(1)*Rho(1)*Rho(2) + 2*Rho(1)*Rho(1)*Rho(1)*Rho(3)*Rho(3) - 2*Rho(5)*Rho(1)*Rho(1)*Rho(1)*Rho(3) - Rho(1)*Rho(1)*Rho(1)*Rho(4)*Rho(4) - Rho(1)*Rho(1)*Rho(1)*Rho(4) - 3*Rho(1)*Rho(1)*Rho(1) + Rho(1)*Rho(1)*Rho(2)*Rho(2)*Rho(3) + 2*Rho(5)*Rho(1)*Rho(1)*Rho(2)*Rho(2) + 2*Rho(1)*Rho(1)*Rho(2)*Rho(3)*Rho(4) + 3*Rho(1)*Rho(1)*Rho(2)*Rho(3) - 2*Rho(5)*Rho(1)*Rho(1)*Rho(2)*Rho(4) - 3*Rho(5)*Rho(1)*Rho(1)*Rho(2) + Rho(1)*Rho(1)*Rho(3)*Rho(3)*Rho(3) + Rho(5)*Rho(1)*Rho(1)*Rho(3)*Rho(3) + Rho(1)*Rho(1)*Rho(3)*Rho(4)*Rho(4) - Rho(1)*Rho(1)*Rho(3)*Rho(4) + Rho(1)*Rho(1)*Rho(3) + 2*Rho(5)*Rho(1)*Rho(1)*Rho(4) + 2*Rho(1)*Rho(2)*Rho(2)*Rho(2)*Rho(2) - Rho(1)*Rho(2)*Rho(2)*Rho(3)*Rho(3) + 2*Rho(5)*Rho(1)*Rho(2)*Rho(2)*Rho(3) + Rho(1)*Rho(2)*Rho(2)*Rho(4)*Rho(4) - 4*Rho(1)*Rho(2)*Rho(2)*Rho(4) - Rho(1)*Rho(2)*Rho(2) - 2*Rho(1)*Rho(2)*Rho(3)*Rho(3)*Rho(4) - 4*Rho(1)*Rho(2)*Rho(3)*Rho(3) - 2*Rho(5)*Rho(1)*Rho(2)*Rho(3) - Rho(1)*Rho(2)*Rho(4)*Rho(4) + 2*Rho(1)*Rho(2)*Rho(4) - Rho(1)*Rho(2) - Rho(1)*Rho(3)*Rho(3)*Rho(3)*Rho(3) - Rho(1)*Rho(3)*Rho(3)*Rho(4) + 2*Rho(5)*Rho(1)*Rho(3) + Rho(1)*Rho(4)*Rho(4) + Rho(1) - Rho(2)*Rho(2)*Rho(2)*Rho(2)*Rho(3) - Rho(5)*Rho(2)*Rho(2)*Rho(2)*Rho(2) + Rho(2)*Rho(2)*Rho(3)*Rho(3)*Rho(3) + Rho(2)*Rho(2)*Rho(3)*Rho(4) + Rho(2)*Rho(2)*Rho(3) + Rho(5)*Rho(2)*Rho(2)*Rho(4) + Rho(5)*Rho(2)*Rho(2) + Rho(2)*Rho(3)*Rho(3)*Rho(3) - Rho(5)*Rho(2)*Rho(3)*Rho(3) - Rho(2)*Rho(3)*Rho(4)*Rho(4) + 2*Rho(2)*Rho(3)*Rho(4) - Rho(2)*Rho(3) + Rho(3)*Rho(3)*Rho(3)*Rho(4) - Rho(3)*Rho(4) - Rho(5)*Rho(4))/((Rho(1)*Rho(1) - 2*Rho(1)*Rho(3) + Rho(3)*Rho(3) + Rho(2) + Rho(4) - Rho(2)*Rho(4) - 1)*(2*Rho(1)*Rho(3) - Rho(4) - Rho(2) - Rho(2)*Rho(4) - 4*Rho(1)*Rho(1)*Rho(2) + 2*Rho(1)*Rho(1)*Rho(4) + 3*Rho(1)*Rho(1) + 2*Rho(2)*Rho(2) + 2*Rho(2)*Rho(2)*Rho(2) + Rho(3)*Rho(3) - 4*Rho(1)*Rho(2)*Rho(3) - 1));
AutoregressiveParameters(2) = (3*Rho(1)*Rho(1)*Rho(1)*Rho(1)*Rho(2) - Rho(1)*Rho(1)*Rho(1)*Rho(1)*Rho(4) - 2*Rho(1)*Rho(1)*Rho(1)*Rho(1) - Rho(1)*Rho(1)*Rho(1)*Rho(2)*Rho(3) - Rho(5)*Rho(1)*Rho(1)*Rho(1)*Rho(2) + Rho(5)*Rho(1)*Rho(1)*Rho(1)*Rho(4) + Rho(5)*Rho(1)*Rho(1)*Rho(1) - 2*Rho(1)*Rho(1)*Rho(2)*Rho(2)*Rho(2) - 2*Rho(1)*Rho(1)*Rho(2)*Rho(2) - 2*Rho(1)*Rho(1)*Rho(2)*Rho(3)*Rho(3) - 2*Rho(5)*Rho(1)*Rho(1)*Rho(2)*Rho(3) - 3*Rho(1)*Rho(1)*Rho(2)*Rho(4)*Rho(4) + 4*Rho(1)*Rho(1)*Rho(2)*Rho(4) + Rho(1)*Rho(1)*Rho(2) + 2*Rho(1)*Rho(1)*Rho(3)*Rho(3)*Rho(4) + 3*Rho(1)*Rho(1)*Rho(3)*Rho(3) - Rho(5)*Rho(1)*Rho(1)*Rho(3)*Rho(4) + Rho(1)*Rho(1)*Rho(4)*Rho(4)*Rho(4) + Rho(1)*Rho(1)*Rho(4)*Rho(4) - Rho(1)*Rho(1)*Rho(4) + Rho(1)*Rho(1) + 3*Rho(1)*Rho(2)*Rho(2)*Rho(2)*Rho(3) + Rho(5)*Rho(1)*Rho(2)*Rho(2)*Rho(2) + 3*Rho(1)*Rho(2)*Rho(2)*Rho(3)*Rho(4) - Rho(5)*Rho(1)*Rho(2)*Rho(2)*Rho(4) + 2*Rho(5)*Rho(1)*Rho(2)*Rho(2) - Rho(1)*Rho(2)*Rho(3)*Rho(3)*Rho(3) + 3*Rho(5)*Rho(1)*Rho(2)*Rho(3)*Rho(3) - Rho(1)*Rho(2)*Rho(3)*Rho(4)*Rho(4) + Rho(1)*Rho(2)*Rho(3)*Rho(4) - 3*Rho(1)*Rho(2)*Rho(3) + Rho(5)*Rho(1)*Rho(2)*Rho(4) - 2*Rho(5)*Rho(1)*Rho(2) - Rho(1)*Rho(3)*Rho(3)*Rho(3)*Rho(4) - Rho(1)*Rho(3)*Rho(3)*Rho(3) - Rho(1)*Rho(3)*Rho(4)*Rho(4) - 3*Rho(1)*Rho(3)*Rho(4) + Rho(1)*Rho(3) - Rho(5)*Rho(1)*Rho(4) - Rho(2)*Rho(2)*Rho(2)*Rho(3)*Rho(3) - Rho(5)*Rho(2)*Rho(2)*Rho(2)*Rho(3) + 2*Rho(2)*Rho(2)*Rho(2)*Rho(4)*Rho(4) - 4*Rho(2)*Rho(2)*Rho(2)*Rho(4) + 2*Rho(2)*Rho(2)*Rho(2) - 2*Rho(2)*Rho(2)*Rho(3)*Rho(3)*Rho(4) + Rho(2)*Rho(2)*Rho(3)*Rho(3) - Rho(5)*Rho(2)*Rho(2)*Rho(3) + Rho(2)*Rho(3)*Rho(3)*Rho(3)*Rho(3) + Rho(2)*Rho(3)*Rho(3)*Rho(4) + Rho(5)*Rho(2)*Rho(3)*Rho(4) - Rho(2)*Rho(4)*Rho(4)*Rho(4) + Rho(2)*Rho(4)*Rho(4) + Rho(2)*Rho(4) - Rho(2) - Rho(5)*Rho(3)*Rho(3)*Rho(3) + Rho(3)*Rho(3)*Rho(4)*Rho(4) + Rho(5)*Rho(3))/((Rho(2) + Rho(4) - 2*Rho(1)*Rho(3) + Rho(2)*Rho(4) + 4*Rho(1)*Rho(1)*Rho(2) - 2*Rho(1)*Rho(1)*Rho(4) - 3*Rho(1)*Rho(1) - 2*Rho(2)*Rho(2) - 2*Rho(2)*Rho(2)*Rho(2) - Rho(3)*Rho(3) + 4*Rho(1)*Rho(2)*Rho(3) + 1)*(Rho(1)*Rho(1) - 2*Rho(1)*Rho(3) + Rho(3)*Rho(3) + Rho(2) + Rho(4) - Rho(2)*Rho(4) - 1));
AutoregressiveParameters(3) = (Rho(1)*Rho(1)*Rho(1) + Rho(5)*Rho(1)*Rho(1) - 2*Rho(1)*Rho(2) - 2*Rho(1)*Rho(3)*Rho(3) + Rho(5)*Rho(1)*Rho(3) - Rho(1)*Rho(4)*Rho(4) - Rho(1)*Rho(4) + Rho(2)*Rho(2)*Rho(3) - Rho(5)*Rho(2)*Rho(2) + 2*Rho(2)*Rho(3)*Rho(4) + Rho(2)*Rho(3) - Rho(5)*Rho(2) - Rho(3)*Rho(3)*Rho(3) + Rho(3)*Rho(4) + Rho(3))/(Rho(2) + Rho(4) - 2*Rho(1)*Rho(3) + Rho(2)*Rho(4) + 4*Rho(1)*Rho(1)*Rho(2) - 2*Rho(1)*Rho(1)*Rho(4) - 3*Rho(1)*Rho(1) - 2*Rho(2)*Rho(2) - 2*Rho(2)*Rho(2)*Rho(2) - Rho(3)*Rho(3) + 4*Rho(1)*Rho(2)*Rho(3) + 1);
AutoregressiveParameters(4) = (Rho(1)*Rho(1)*Rho(1)*Rho(1)*Rho(2) - Rho(1)*Rho(1)*Rho(1)*Rho(1)*Rho(4) - Rho(1)*Rho(1)*Rho(1)*Rho(1) + Rho(1)*Rho(1)*Rho(1)*Rho(2)*Rho(3) - 3*Rho(5)*Rho(1)*Rho(1)*Rho(1)*Rho(2) + 2*Rho(1)*Rho(1)*Rho(1)*Rho(3)*Rho(4) + Rho(1)*Rho(1)*Rho(1)*Rho(3) + Rho(5)*Rho(1)*Rho(1)*Rho(1)*Rho(4) + 2*Rho(5)*Rho(1)*Rho(1)*Rho(1) + 4*Rho(1)*Rho(1)*Rho(2)*Rho(2)*Rho(4) - 4*Rho(1)*Rho(1)*Rho(2)*Rho(2) - 2*Rho(1)*Rho(1)*Rho(2)*Rho(3)*Rho(3) + 2*Rho(5)*Rho(1)*Rho(1)*Rho(2)*Rho(3) - 3*Rho(1)*Rho(1)*Rho(2)*Rho(4)*Rho(4) + 3*Rho(1)*Rho(1)*Rho(2) - 2*Rho(1)*Rho(1)*Rho(3)*Rho(3)*Rho(4) - 2*Rho(1)*Rho(1)*Rho(3)*Rho(3) - Rho(5)*Rho(1)*Rho(1)*Rho(3)*Rho(4) - Rho(5)*Rho(1)*Rho(1)*Rho(3) + Rho(1)*Rho(1)*Rho(4)*Rho(4)*Rho(4) - Rho(1)*Rho(1)*Rho(4) - Rho(1)*Rho(2)*Rho(2)*Rho(2)*Rho(3) + Rho(5)*Rho(1)*Rho(2)*Rho(2)*Rho(2) + Rho(1)*Rho(2)*Rho(2)*Rho(3)*Rho(4) - 2*Rho(1)*Rho(2)*Rho(2)*Rho(3) + Rho(5)*Rho(1)*Rho(2)*Rho(2)*Rho(4) + Rho(1)*Rho(2)*Rho(3)*Rho(3)*Rho(3) + Rho(5)*Rho(1)*Rho(2)*Rho(3)*Rho(3) - 3*Rho(1)*Rho(2)*Rho(3)*Rho(4)*Rho(4) + 4*Rho(1)*Rho(2)*Rho(3) - 2*Rho(5)*Rho(1)*Rho(2)*Rho(4) + Rho(5)*Rho(1)*Rho(2) + Rho(1)*Rho(3)*Rho(3)*Rho(3)*Rho(4) + 2*Rho(1)*Rho(3)*Rho(3)*Rho(3) - Rho(5)*Rho(1)*Rho(3)*Rho(3) + 3*Rho(1)*Rho(3)*Rho(4)*Rho(4) - 2*Rho(1)*Rho(3) - Rho(5)*Rho(1) - 2*Rho(2)*Rho(2)*Rho(2)*Rho(2)*Rho(4) + 2*Rho(2)*Rho(2)*Rho(2)*Rho(2) + Rho(2)*Rho(2)*Rho(2)*Rho(3)*Rho(3) - Rho(5)*Rho(2)*Rho(2)*Rho(2)*Rho(3) + 2*Rho(2)*Rho(2)*Rho(3)*Rho(3)*Rho(4) - Rho(2)*Rho(2)*Rho(3)*Rho(3) - Rho(5)*Rho(2)*Rho(2)*Rho(3) + 3*Rho(2)*Rho(2)*Rho(4)*Rho(4) - 2*Rho(2)*Rho(2)*Rho(4) - Rho(2)*Rho(2) - Rho(2)*Rho(3)*Rho(3)*Rho(3)*Rho(3) - 2*Rho(2)*Rho(3)*Rho(3)*Rho(4) + Rho(2)*Rho(3)*Rho(3) + Rho(5)*Rho(2)*Rho(3) - Rho(3)*Rho(3)*Rho(4) + Rho(5)*Rho(3)*Rho(4) - Rho(4)*Rho(4)*Rho(4) + Rho(4))/((2*Rho(1)*Rho(3) - Rho(4) - Rho(2) - Rho(2)*Rho(4) - 4*Rho(1)*Rho(1)*Rho(2) + 2*Rho(1)*Rho(1)*Rho(4) + 3*Rho(1)*Rho(1) + 2*Rho(2)*Rho(2) + 2*Rho(2)*Rho(2)*Rho(2) + Rho(3)*Rho(3) - 4*Rho(1)*Rho(2)*Rho(3) - 1)*(Rho(1)*Rho(1) - 2*Rho(1)*Rho(3) + Rho(3)*Rho(3) + Rho(2) + Rho(4) - Rho(2)*Rho(4) - 1));
AutoregressiveParameters(5) = (Rho(1)*Rho(1)*Rho(1)*Rho(1)*Rho(1) - 3*Rho(1)*Rho(1)*Rho(1)*Rho(1)*Rho(3) + Rho(5)*Rho(1)*Rho(1)*Rho(1)*Rho(1) + 3*Rho(1)*Rho(1)*Rho(1)*Rho(2)*Rho(2) - 6*Rho(1)*Rho(1)*Rho(1)*Rho(2)*Rho(4) - 4*Rho(1)*Rho(1)*Rho(1)*Rho(2) + 2*Rho(1)*Rho(1)*Rho(1)*Rho(3)*Rho(3) - 2*Rho(5)*Rho(1)*Rho(1)*Rho(1)*Rho(3) + Rho(1)*Rho(1)*Rho(1)*Rho(4)*Rho(4) + 4*Rho(1)*Rho(1)*Rho(1)*Rho(4) + 5*Rho(1)*Rho(1)*Rho(2)*Rho(2)*Rho(3) - 2*Rho(5)*Rho(1)*Rho(1)*Rho(2)*Rho(2) + 4*Rho(1)*Rho(1)*Rho(2)*Rho(3)*Rho(4) - 2*Rho(1)*Rho(1)*Rho(2)*Rho(3) + 4*Rho(5)*Rho(1)*Rho(1)*Rho(2) + Rho(1)*Rho(1)*Rho(3)*Rho(3)*Rho(3) + Rho(5)*Rho(1)*Rho(1)*Rho(3)*Rho(3) - Rho(1)*Rho(1)*Rho(3)*Rho(4)*Rho(4) - 2*Rho(1)*Rho(1)*Rho(3)*Rho(4) + 3*Rho(1)*Rho(1)*Rho(3) - 3*Rho(5)*Rho(1)*Rho(1) - 2*Rho(1)*Rho(2)*Rho(2)*Rho(2)*Rho(2) + 2*Rho(1)*Rho(2)*Rho(2)*Rho(2)*Rho(4) - 2*Rho(1)*Rho(2)*Rho(2)*Rho(2) - 5*Rho(1)*Rho(2)*Rho(2)*Rho(3)*Rho(3) - 2*Rho(5)*Rho(1)*Rho(2)*Rho(2)*Rho(3) + Rho(1)*Rho(2)*Rho(2)*Rho(4)*Rho(4) + 3*Rho(1)*Rho(2)*Rho(2) + 2*Rho(1)*Rho(2)*Rho(3)*Rho(3)*Rho(4) - 4*Rho(1)*Rho(2)*Rho(3)*Rho(3) + 4*Rho(5)*Rho(1)*Rho(2)*Rho(3) - 2*Rho(1)*Rho(2)*Rho(4)*Rho(4) + 2*Rho(1)*Rho(2)*Rho(4) - Rho(1)*Rho(3)*Rho(3)*Rho(3)*Rho(3) - 2*Rho(1)*Rho(3)*Rho(3)*Rho(4) + Rho(1)*Rho(3)*Rho(3) - 2*Rho(1)*Rho(4) + Rho(2)*Rho(2)*Rho(2)*Rho(2)*Rho(3) + Rho(5)*Rho(2)*Rho(2)*Rho(2)*Rho(2) - 2*Rho(2)*Rho(2)*Rho(2)*Rho(3)*Rho(4) + 2*Rho(2)*Rho(2)*Rho(2)*Rho(3) + Rho(2)*Rho(2)*Rho(3)*Rho(3)*Rho(3) - 2*Rho(2)*Rho(2)*Rho(3)*Rho(4) - 2*Rho(5)*Rho(2)*Rho(2) + 2*Rho(2)*Rho(3)*Rho(3)*Rho(3) + 2*Rho(2)*Rho(3)*Rho(4) - 2*Rho(2)*Rho(3) - Rho(5)*Rho(3)*Rho(3) + Rho(3)*Rho(4)*Rho(4) + Rho(5))/((Rho(1)*Rho(1) - 2*Rho(1)*Rho(3) + Rho(3)*Rho(3) + Rho(2) + Rho(4) - Rho(2)*Rho(4) - 1)*(2*Rho(1)*Rho(3) - Rho(4) - Rho(2) - Rho(2)*Rho(4) - 4*Rho(1)*Rho(1)*Rho(2) + 2*Rho(1)*Rho(1)*Rho(4) + 3*Rho(1)*Rho(1) + 2*Rho(2)*Rho(2) + 2*Rho(2)*Rho(2)*Rho(2) + Rho(3)*Rho(3) - 4*Rho(1)*Rho(2)*Rho(3) - 1));
otherwise
AutocorrelationMatrix = eye(p);
for i=1:p-1