auto-regressive (AR) filter to demean a series

[sym]

Hi, I'll really appreciate your help.

How can i conduct an auto-regressive AR filter to demean a time series on eviews?
For example, using this form: R_t = mu + b*R_t-1 + e_t.

Where R_t is a interest rate spread and mu is the unconditional mean.

Thanks a lot.
Anne Sym

[dorainwjn]

IF you want to use AR(1), then input this into equation
R_t c R_t(-1) mu b*R_t-1 e_t
If you want AR(2), then
R_t c R_t(-2) mu b*R_t-1 e_t

[EViews Glenn]

For those finding this old thread. EViews 8 adds a new proc for whitening.

Proc/Make Whitened...