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% File src/library/stats/man/ar.Rd
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% File src/library/stats/man/ar.Rd
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% Part of the R package, https://www.R-project.org
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% Part of the R package, https://www.R-project.org
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% Copyright 1995-2017 R Core Team
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% Copyright 1995-2018 R Core Team
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% Distributed under GPL 2 or later
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% Distributed under GPL 2 or later
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\name{ar}
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\name{ar}
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\title{Fit Autoregressive Models to Time Series}
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\title{Fit Autoregressive Models to Time Series}
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\alias{ar}
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\alias{ar}
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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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  Brockwell, P. J. and Davis, R. A. (1991) \emph{Time
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  Brockwell, P. J. and Davis, R. A. (1991).
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    Series and Forecasting Methods.}  Second edition. Springer, New
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  \emph{Time Series and Forecasting Methods}, second edition.
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  Springer, New York.
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  York. Section 11.4.
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  Section 11.4.
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  Brockwell, P. J. and Davis, R. A. (1996) \emph{Introduction to Time
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  Brockwell, P. J. and Davis, R. A. (1996).
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    Series and Forecasting.} Springer, New York. Sections 5.1 and 7.6.
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  \emph{Introduction to Time Series and Forecasting}.
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  Springer, New York.
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  Sections 5.1 and 7.6.
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  Percival, D. P. and Walden, A. T. (1998) \emph{Spectral Analysis
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  Percival, D. P. and Walden, A. T. (1998).
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  \emph{Spectral Analysis for Physical Applications}.
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    for Physical Applications.} Cambridge University Press.
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  Cambridge University Press.
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  Whittle, P. (1963).
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  Whittle, P. (1963) On the fitting of multivariate autoregressions
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  On the fitting of multivariate autoregressions and the approximate
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  and the approximate canonical factorization of a spectral density
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  canonical factorization of a spectral density matrix.
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  matrix. \emph{Biometrika} \bold{40}, 129--134.
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  \emph{Biometrika}, \bold{40}, 129--134.
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  \doi{10.2307/2333753}.
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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)
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ar(lh, method = "burg")
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ar(lh, method = "burg")