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  selecting the complexity by AIC.
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  selecting the complexity by AIC.
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}
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}
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\details{
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\details{
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  For definiteness, note that the AR coefficients have the sign in
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  For definiteness, note that the AR coefficients have the sign in
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  \deqn{x_t - \mu = a_1(x_{t-1} - \mu) + \cdots +  a_p(x_{t-p} - \mu) + e_t}{x[t] - m = a[1]*(x[t-1] - m) + \dots +  a[p]*(x[t-p] - m) + e[t]}
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  \deqn{x_t - \mu = a_1(x_{t-1} - \mu) + \cdots +  a_p(x_{t-p} - \mu) + e_t}{%
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        x[t] - m  = a[1]*(x[t-1] - m)  + \dots  +  a[p]*(x[t-p] - m) + e[t]}
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  \code{ar} is just a wrapper for the functions \code{ar.yw},
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  \code{ar} is just a wrapper for the functions \code{ar.yw},
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  \code{ar.burg}, \code{\link{ar.ols}} and \code{ar.mle}.
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  \code{ar.burg}, \code{\link{ar.ols}} and \code{ar.mle}.
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  Order selection is done by AIC if \code{aic} is true. This is
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  Order selection is done by AIC if \code{aic} is true. This is
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  \code{\link{arima.sim}} for simulation of AR processes.
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  \code{\link{arima.sim}} for simulation of AR processes.
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}
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}
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\references{
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\references{
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  \bibinfo{R:Brockwell+Davis:1991}{footer}{Section 11.4.}
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  \bibinfo{R:Brockwell+Davis:1991}{footer}{Section 11.4.}
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  \bibinfo{R:Brockwell+Davis:1996}{footer}{Sections 5.1 and 7.6.}
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  \bibinfo{R:Brockwell+Davis:1996}{footer}{Sections 5.1 and 7.6.}
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  \bibshow{*, R:Whittle:1963}
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  \bibshow{*, R:Whittle:1963}
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}
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}
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\examples{
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\examples{
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ar(lh)
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ar(lh)