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<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Compute an AR Process Exactly Fitting an ACF</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for acf2AR {stats}"><tr><td>acf2AR {stats}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Compute an AR Process Exactly Fitting an ACF</h2> <h3>Description</h3> <p>Compute an AR process exactly fitting an autocorrelation function. </p> <h3>Usage</h3> <pre> acf2AR(acf) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>acf</code></td> <td> <p>An autocorrelation or autocovariance sequence.</p> </td></tr> </table> <h3>Value</h3> <p>A matrix, with one row for the computed AR(p) coefficients for <code>1 <= p <= length(acf)</code>. </p> <h3>See Also</h3> <p><code><a href="ARMAacf.html">ARMAacf</a></code>, <code><a href="ar.html">ar.yw</a></code> which does this from an empirical ACF. </p> <h3>Examples</h3> <pre> (Acf <- ARMAacf(c(0.6, 0.3, -0.2))) acf2AR(Acf) </pre> <hr /><div style="text-align: center;">[Package <em>stats</em> version 3.6.0 <a href="00Index.html">Index</a>]</div> </body></html>