library("signal") load("savedTestLev.Rdata") set.seed(234) y <- arima.sim(n = 1000, list(ar = c(1, -0.9, 0.3))) z <- arima.sim(n = 1000, list(ar = c(1, -0.4, 0.1))) x <- cbind(as.numeric(y), as.numeric(z)) TestLev1 <- levinson(x, 2) TestLev2 <- levinson(y, 2) TestLev3 <- levinson(z, 2) all.equal(savedTestLev1, TestLev1) all.equal(savedTestLev2, TestLev2) all.equal(savedTestLev3, TestLev3)