Forecasting with AutoRegressive (AR) Model in R

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Now that we know how to estimate the AR model using ARIMA, we can create a simple forecast based on the model.

Step 1: Fit the model

The first step is to fit the model as ARIMA(1, 0, 0). We have already seen this in the previous lesson.

> msft_ar <- arima(msft\_ts,c(1,0,0))
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