[R] Estimate the parameter in AR(1) Model

lipschitz leefeng423 at hotmail.com
Wed Apr 28 15:54:46 CEST 2010


I want to estimate the parameter in AR(1) model.


So I want to estimate alpha and beta

The orginal data is x0, a vector.

How can I do it with ar() function?

Could you please explain to me some detail, I am a new for R....

Thanks in advance.

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