search for: myserieminus2

...e coefficients, I could not find the same value as the 'ar' function. Here is my example: myserie <- c(212, 205, 210, 213, 217, 222, 216, 218, 220, 212, 215, 236) #plot(myserie, type="l") myserieminus0 <- tail(myserie, -2) myserieminus1 <- tail(head(myserie, -1), -1) myserieminus2 <- head(myserie, -2) ###Yule Walker equations r1 <- cor(myserieminus0, myserieminus1) r2 <- cor(myserieminus0, myserieminus2) #method 1 phihat1 <- r1*(1-r2)/(1-r1^2) phihat2 <- (r2-r1^2)/(1-r1^2) #method 2 bigR <- cbind(c(1, r1), c(r1, 1)) smallr <- c(r1, r2) ressolve <...

...e coefficients, I could not find the same value as the 'ar' function. Here is my example: myserie <- c(212, 205, 210, 213, 217, 222, 216, 218, 220, 212, 215, 236) #plot(myserie, type="l") myserieminus0 <- tail(myserie, -2) myserieminus1 <- tail(head(myserie, -1), -1) myserieminus2 <- head(myserie, -2) ###Yule Walker equations r1 <- cor(myserieminus0, myserieminus1) r2 <- cor(myserieminus0, myserieminus2) #method 1 phihat1 <- r1*(1-r2)/(1-r1^2) phihat2 <- (r2-r1^2)/(1-r1^2) #method 2 bigR <- cbind(c(1, r1), c(r1, 1)) smallr <- c(r1, r2) ressolve <...