ArDec (version 2.1-1)

ardec.lm: Fit an autoregressive model as a linear regression

Description

Function ardec.lm fits an autoregressive model of order p, AR(p) to a time series through a linear least squares regression.

Usage

ardec.lm(x)

Arguments

x

time series

Value

For ardec.lm, an object of class "lm".

References

West, M. (1995), Bayesian inference in cyclical component dynamic linear models.Journal of the American Statistical Association, 90, 1301-1312.

See Also

ar, lm

Examples

# NOT RUN {
data(tempEng)
model=ardec.lm(tempEng)
# }