AR model

Hi

I want to develop AR model for underwater signals. I have used Yule walker method for estimating the parameters. The code I have written is :

x= input signal
[d,e]=aryule(x,p);
%u= white noise with variance e
y=filter(1,d,u);

Then I have estimated psd of x and y and compared them to check the model performance. Whether this approach is right?

Please correct me if I am going wrong.

Thank you..