function xp = AR_predict( x, a, num );

M = length( a );
num_s = length( x );
xp1 = zeros( num+M , 1 );

xp1(1:M) = x( (num_s-M+1):num_s );
for t = (M+1):(num+M)
  xp1(t) = a' * xp1( (t-1):(-1):(t-M) );
end

xp = xp1( M+1:num+M );