[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.
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