clc;
clear all;
 var_eps = 1;
    epsilon = sqrt(var_eps)*randn(5000,1); % Gaussian signal exciting the AR model

   Y(1) = 0.0;
    Y(2) = 0.0;
    for n= 3:5000
    Y(n)=  0.1950*Y(n-1) -0.9500*Y(n-2)+ epsilon(n); %AR(2) model
    end

  y_tminus1 = Y(1:end-1).';
    mult = y_tminus1*y_tminus1';  %This creates a square matrix
    autocorr = xcorr2(mult);  %To perform autocorrelation of 1 sampled lag time series with itself(1 sampled lag)
  inverse_autocorr = inv(autocorr);  **%PROBLEM**


%Warning: Matrix is singular to working precision.
  trace_inv=trace(inverse_autocorr);