acf2AR {stats} | R Documentation |

## Compute an AR Process Exactly Fitting an ACF

### Description

Compute an AR process exactly fitting an autocorrelation function.

### Usage

acf2AR(acf)

### Arguments

`acf` |
An autocorrelation or autocovariance sequence. |

### Value

A matrix, with one row for the computed AR(p) coefficients for
`1 <= p <= length(acf)`

.

### See Also

`ARMAacf`

, `ar.yw`

which does this from an
empirical ACF.

### Examples

(Acf <- ARMAacf(c(0.6, 0.3, -0.2)))
acf2AR(Acf)

[Package

*stats* version 2.5.0

Index]