i am trying to reconstruct time series from SSA ,because according to this link
http://en.wikipedia.org/wiki/Singular_spectrum_analysis
there is procedure
4th step: Diagonal averaging.
i have with started following code
clear all;
B=xlsread('data_generations1','A1','g8:g301');
n=length(B);
l =input('Give the size of the interval: ' );% Number of columns in the Data matrix
m=n-l+1;%number of rows in the Data matrix
X = zeros(m,l);
for i=1:m
X(i,:)=B(i:i+l-1);
end;
[U E V]=svd(X);
now which procedure should i make?i should choose some eigenvalues right?from example let us consider following code
>> E=E(:);
>> stem(E);

in this case i should choose first four eigenvalue right?what i would like would be if i will indicate starting index of eigenvalue and ending point of eigenvalue and i will reconstruct time series in these range,how can i do it?please help me