R function for basic AR() forecasting

arpcast.R

arpgen <- function(phi,vec,l,mu){
	v <- vec[length(vec):(length(vec)-(length(phi)-1))]
	f <- sum(phi*(v)) + mu*(1-sum((phi)))
		if (l==1)	return(f)
	 		return(arpgen(phi,append(vec,f),l-1,mu))

}

arp <- function(phi,vec,l,mu){
	as.numeric(lapply(1:l, arpgen, phi = phi, vec = vec, mu = mu))
}

# usage
x <- c(27.7,23.4,21.2,21.1,22.7)
p <- c(1.6,-.8)
avg <- 29.4
arp(p,x,5,avg)