[R] Simple Linear Autoregressive Model with R Language

[Achim Zeileis]

On Mon, 1 Mar 2010, Emil Davtyan wrote:

> Hello -
>
> I need to do simple linear autoregressive model with R software for my
> thesis. I looked into all your documentation and I am not able to find
> anything too helpful. Can someone help me with the codes?

By "all documentation" you mean that you have also looked at the time 
series and econometrics task views that containt information on that 
topic? See

   http://CRAN.R-project.org/view=TimeSeries
   http://CRAN.R-project.org/view=Econometrics

In particular ar() (or maybe arima()) in the basic "stats" model seems to 
be what you are looking for. Packages "FitAR" or "dynlm" might also be 
useful.

Best,
Z

> Thanks
> Emil
>
>
>
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