proc likeprocAR(th,y);
local c,phi,sigma,eps,loglik;

c = th[1];
phi = th[2];
sigma = th[3];
eps= y-c-phi*ylmat;
loglik = ln(1/(sqrt(2*pi*sigma^2)))- (eps.^2./(2*sigma^2));

retp(loglik);
endp;