Direct formulation of a set of linear equations for finding the autocorrelation lags of ARMA(p, q) signals

A simple set of linear equations whose solution gives the autocorrelation lags of an autoregressive moving average signal of arbitrary order is given. The main contribution of our work is the simplicity of the resulting equation, the simplicity of its derivation, and the fact that the equations are directly and explicitly formulated in terms of the a- and b-parameters of the ARMA(p, q) model. A short Matlab script illustrating the simplicity of our approach is included.