?? durbin_ma.m
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function ma=durbin_ma(x,p,q)
% Syntax is: ma=durbin_ma(x,p,q)
% This program finds moving average with Durbin's method
% INPUTS:
% x : Given time series
% q : order of the moving average model
% p : order of the all-pole model used to approximation 1/B(z).
% This parameter should be at least 4*q as mentioned in the "Moving
% average parameter estimation paper" by Niclas Sandgren
b=durbin(x,p,q);
for i=1:1:q
X(:,i)=x(q-i+1:end-i+1,1);
end
ma=((X*b(2:end,1))/sum(b(2:end,1)));
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