% File src/library/stats/man/acf2AR.Rd % Part of the R package, https://www.R-project.org % Copyright 1995-2007 R Core Team % Distributed under GPL 2 or later \name{acf2AR} \alias{acf2AR} \title{Compute an AR Process Exactly Fitting an ACF} \description{ Compute an AR process exactly fitting an autocorrelation function. } \usage{ acf2AR(acf) } \arguments{ \item{acf}{An autocorrelation or autocovariance sequence.} } \value{ A matrix, with one row for the computed AR(p) coefficients for \code{1 <= p <= length(acf)}. } \seealso{ \code{\link{ARMAacf}}, \code{\link{ar.yw}} which does this from an empirical ACF. } \examples{ (Acf <- ARMAacf(c(0.6, 0.3, -0.2))) acf2AR(Acf) } \keyword{ts}