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Estimate the parameter in AR(1) Model

1 message · lipschitz

#
Hello,

I want to estimate the parameter in AR(1) model.

X(t)=alpha+beta*X(t-1)+e(t)

So I want to estimate alpha and beta

The orginal data is x0, a vector.

How can I do it with ar() function?

Could you please explain to me some detail, I am a new for R....

Thanks in advance.