Algebra problem...I think...should be just plugging in

W = Y + (Z * W)
X = (Y * W) + Z

I have W and X, need to find Y and Z. Is this possible? If so, how?

W = -0.72133
X = 0.80747

These are yule-walker equations for calculating the coefficients in an AR(2) process but I cannot get it to work out. I ended up with Z = 1 which is not possible...so I messed up the algebra.

If anyone can help me sort this out I would be incredibly appreciative!

-0.72133 = y + -0.72133z
0.840747 = -0.72133y + z
Solving for z I get:
z = 0.840747 + 0.72133y

If we substitute that for z in the other equation, we can then solve for y, then solve z. I get:
y = -0.23000519163
z = 0.681137355121

This looks like a set with eq with two unknowns. If that's the chase the answer will be the following:

rearrange second eq.

Z = X - (Y * W), plug this into the first one

Y = W - [X - (Y * W)]*W = W - X*W + Y*(W^2) and now rearrange for Y.

Y = [1 - (W^2)]= W - X*W...........Y = (W - X*W)/[1 - (W^2)] = -0,289

Find the last one by plugging in to on of the eq. it's 6 inn the morning so I'll leave that to you =)

hope this helps
=D