R help - Mar 2010 - Simple Linear Autoregressive Model with R Language

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?

Thanks
Emil


      
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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
>
>
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

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?
>
> Thanks
> Emil
>
>
>       
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>   
Hi,

Google "R ar model", the first hit gives:

http://stat.ethz.ch/R-manual/R-patched/library/stats/html/ar.html

cheers,
Paul

-- 
Drs. Paul Hiemstra
Department of Physical Geography
Faculty of Geosciences
University of Utrecht
Heidelberglaan 2
P.O. Box 80.115
3508 TC Utrecht
Phone:  +3130 274 3113 Mon-Tue
Phone:  +3130 253 5773 Wed-Fri
http://intamap.geo.uu.nl/~paul