I am trying to match the SAS Proc Autoreg with AR(1) (Nlag = 1 option) with R. I am able to Regression in R and it's value matches with SAS. However i am not able to find the Autoreg with AR(1) Estimates value which is matching with SAS output. Kindly help. -- View this message in context: http://r.789695.n4.nabble.com/Auto-Reg-with-AR-1-tp4619733.html Sent from the R help mailing list archive at Nabble.com.