To cite FitAR in publications use:

A. I. McLeod, Hao Yu, Zinovi Krougly (2007). Algorithms for Linear Time Series Analysis: With R Package Journal of Statistical Software 23(5). URL http://www.jstatsoft.org/v23/i05/.

Corresponding BibTeX entry:

  @Article{,
    title = {Algorithms for Linear Time Series Analysis: With R
      Package},
    author = {A. I. McLeod and Hao Yu and Zinovi Krougly},
    journal = {Journal of Statistical Software},
    year = {2007},
    volume = {23},
    number = {5},
    url = {http://www.jstatsoft.org/v23/i05/},
  }