Butterworth-Induced Autoregressive Model R package BTWAR version 1.0.1 Implements the Butterworth-Induced Autoregressive ('BTWAR') model, where autoregressive coefficients are obtained from analog Butterworth filter prototypes mapped into the discrete-time domain using the Matched Z-Transform. The framework establishes a structured connection between frequency-domain filter design and time-domain autoregressive modeling. Model order selection is performed via nested rolling-origin cross-validation. Method described in Bras-Geraldes, Rocha and Martins (2026) <doi:10.3390/math14030479>. Software Depends: R (>= 3.5.0) Imports: ggplot2, pracma, tseries, scales Suggests: knitr, rmarkdown, spelling Carlos Bras-Geraldes <cgeraldes@gmail.com> Comprehensive R Archive Network (CRAN) Carlos Bras-Geraldes [aut, cre, cph], J. Leonel Rocha [aut, cph] GPL-3 2026-03-19 application/tgz https://CRAN.R-project.org/package=BTWAR doi:10.32614/CRAN.package.BTWAR en-US