ar(bats)R Documentation

Fit autoregressive models to time series

Description

This is just a wrapper for the functions ar.yw and ar.burg.

Usage

ar(x, aic=TRUE, order.max=NULL, method=c("yule-walker", "burg"))

Arguments

x A time series
aic Logical flag. If TRUE then the Akaike Information Criterion is used to choose the order of the autoregressive model.
order.max Maximum order of model to fit. Defaults to 10*log10(N) where N is the number of observations.
method Character string giving the method used to fit the model. Must be one of yule-walker or burg (the first few characters are sufficient). Defaults to yule-walker.

Author(s)

Martyn Plummer

See Also

ar.yw


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