# urate_ar.r urate = matrix(c(5.7,5.8,5.7,5.9,5.9,6.1,6.1,5.8,5.7,5.6,5.4,5.4,5.3,5.1,5.0,5.0,4.7,4.6,4.6,4.4,4.5,4.5,4.7,4.8, 5.0,5.3,6.0,6.9,8.3,9.3,9.6,9.9,9.8,9.6,9.5,9.6,9.0,9.0,9.1,8.7)); y = matrix(urate[3:nrow(urate)]); T = length(y); X = cbind(matrix(rep(1,T)), matrix(urate[2:(nrow(urate)-1)])); rhohat = solve((t(X)%*%X),(t(X)%*%y)); yhat1 = X %*% rhohat; # fitted values uhat = y-yhat1; # residuals sig2hat = t(uhat) %*% uhat/T; #win.graph() #------------>For Windows users quartz()#---------------->For Mac users plot(y,type='l',lty=2,col='blue',xlab='',ylab=''); lines(yhat1,col='blue');