[R] Estimate the parameter in AR(1) Model
lipschitz
leefeng423 at hotmail.com
Wed Apr 28 15:54:46 CEST 2010
Hello,
I want to estimate the parameter in AR(1) model.
X(t)=alpha+beta*X(t-1)+e(t)
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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