/AR-p

My function AR(p). Method: OLS and MLE

Primary LanguageR

AR(p)

Matrix X will be as follow if p=3 for instance

Y X1 X2 X3
1 1
2 2 2
3 3 3 3
4 4 4 4 4
5 5 5 5 5
6 6 6 6 6
7 7 7 7 7
8 8 8 8
9 9 9
10 10