Compute an AR process exactly fitting an autocorrelation function.
An autocorrelation or autocovariance sequence.
A matrix, with one row for the computed AR(p) coefficients for
1 <= p <= length(acf).
ar.yw which does this from an
(Acf <- ARMAacf(c(0.6, 0.3, -0.2))) acf2AR(Acf)
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