def METHOD_NAME():
    # Note: this example is primarily tested in
    # test_yule_walker::test_brockwell_davis_example_511.
    # Difference the series
    endog = dowj.diff().iloc[1:]
    # Durbin-Levinson
    dl, _ = durbin_levinson(endog, ar_order=2, demean=True)
    assert_allclose(dl[0].params, np.var(endog))
    assert_allclose(dl[1].params, [0.4219, 0.1479], atol=1e-4)
    assert_allclose(dl[2].params, [0.3739, 0.1138, 0.1460], atol=1e-4)