[R] ar(1)

[Achim Zeileis]

Meriema Belaidouni wrote:
> 
> hello,
> can some body help me to get
> the residuals and the variance of coefficient after an autoregressive
> fit.
> These values are present in the  ar function of the package ts.
> But I don't know how to makes it work.

Just have a look at the help pages
> help(ar)

If you fit the model by
> ar.fit <- ar(x)

you can have a look at
> ar.fit$resid # the residuals
> ar.fit$ar # the coefficients
> ar.fit$asy.var.coef # the asymptotic-theory variance matrix of
                        the coefficient estimates.
or the other elements of the returned list.

Achim


---------------------------
Achim Zeileis
Institut für Statistik
Technische Universität Wien


> thank you.
> meriema
> 
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