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...mplement the Yule-Walker equations... Any help is welcome. Just to be sure, I can do something I try to reconcile the ordinary least square methods. And it works! Christophe PS : OLS code ###Ordinary Least Square reslm <- lm(myserieminus0 ~ myserieminus1 + myserieminus2) #summary(reslm) coef1ols <- reslm$coefficients["myserieminus1"] coef2ols <- reslm$coefficients["myserieminus2"] resarols <- ar(myserie, method="ols", order.max=2, aic=FALSE) cat("\t\tmanual ols\t\tar ols\n") cat("first coef", coef1ols,"\t", resarols$ar[...

...mplement the Yule-Walker equations... Any help is welcome. Just to be sure, I can do something I try to reconcile the ordinary least square methods. And it works! Christophe PS : OLS code ###Ordinary Least Square reslm <- lm(myserieminus0 ~ myserieminus1 + myserieminus2) #summary(reslm) coef1ols <- reslm$coefficients["myserieminus1"] coef2ols <- reslm$coefficients["myserieminus2"] resarols <- ar(myserie, method="ols", order.max=2, aic=FALSE) cat("\t\tmanual ols\t\tar ols\n") cat("first coef", coef1ols,"\t", resarols$ar[...