 Periodic Yule-Walker equations

For unit-variance innovations, orthogonality to the past givesConsequently ${\varphi }_{\nu }={\gamma }_{\nu }(1)/V_{\nu -1}$ and ${\sigma }_{\nu }^2=V_{\nu }-{\gamma }_{\nu }(1{)}^2/V_{\nu -1}$. Replacing autocovariance by matched sample estimates yields seasonal regression estimators. The unit innovation variance is necessary to identify the noise scale separately.