Hi. So I'm trying to do prediction/forecasting with a simple time series in MATLAB. But I'm having a bit of trouble with the AR coefficients. So as a baseline, I've been trying to follow the example on this website: http://local.wasp.uwa.edu.au/~pbourke/miscellaneous/ar/ In the first example, for the 3rd order example, they provide coefficients that look like: 2.753231 -2.740306 0.985501 But when I use MATLAB to generate the AR coefficients, using aryule or arburg, I get something completely different: 1.0000 -1.8242 0.9365 So when I loop something like: x(t)=a(1)*x(t-1)+a(2)*x(t-2)+a(3)*x(t-3) with the AR coefficients given to me at the above URL, I get a good prediction of the signal. But when I use MATLAB's coefficients (provided both from aryule and arburg) I get something that's not even close to the original signal. So I was just wondering what I'm doing wrong? Am I using aryule/arburg incorrectly?