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. -- View this message in context: http://r.789695.n4.nabble.com/Estimate-the-parameter-in-AR-1-Model-tp2069230p2069230.html Sent from the R help mailing list archive at Nabble.com.