library(forecast) set.seed(123) ar1.sim<-arima.sim(model=list(ar=c(0.7)), n=100) ar1.sim par(mfrow=c(3,1)) ts.plot(ar1.sim) acf(ar1.sim) pacf(ar1.sim) ar1<-arima(ar1.sim, order=c(1,0,0), include.mean=T) ar1 ar2<-arima(ar1.sim, order=c(2,0,0), include.mean=T) ar3<-arima(ar1.sim, order=c(3,0,0), include.mean=T) AIC(ar1,ar2,ar3, k = 2) BIC(ar1,ar2,ar3) res<-residuals(ar1) ts.plot(res) acf(res) pacf(res) Box.test(res,lag=1, type=c("Ljung-Box")) predict(ar1, n.ahead = 4) (far1<-forecast(ar1, h=4)) plot(far1)