 href="https://github.com/r-cas/caracas">caracas</a></span><span class="op">)</span></code></pre></div>
<div id="autoregressive-model-ar1" class="section level2">
<h2 class="hasAnchor">
<a href="#autoregressive-model-ar1" class="anchor"></a>Autoregressive model (<span class="math inline">\(AR(1)\)</span>)</h2>
<p>Consider this model: <span class="math display">\[
x_i = a x_{i-1} + e_i, \quad i=1, \dots, 3
\]</span> and <span class="math inline">\(x_0=e_0\)</span>. All terms <span class="math inline">\(e_0, 