AR(p)
\[
\begin{aligned}
AR(1) &:& Y_t &= \delta+\phi_1Y_{t-1}; \quad \omega_t \sim WN(0,\sigma^2_\omega) \\
AR(2) &:& Y_t &= \delta+\phi_1Y_{t-1} + \phi_2Y_{t-2} \\
AR(p) &:& Y_t &= \delta+ \theta_1\omega_{t-1} + \ldots + \phi_pY_{t-p}
\end{aligned}
\]