[R] Auto Reg with AR(1)

anil anilshivkumar at gmail.com
Wed May 9 10:32:23 CEST 2012


I am trying to match the SAS Proc Autoreg with AR(1) (Nlag = 1 option)  with
R.

I am able to Regression in R and it's value matches with SAS. However i am
not able to find the Autoreg with AR(1) Estimates value which is matching
with SAS output.

Kindly help.

--
View this message in context: http://r.789695.n4.nabble.com/Auto-Reg-with-AR-1-tp4619733.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list