r(t) = a + Br(t-1) + e #where e is error

library(tseries)
security<-"MMM"
startDate<-"2012-06-01"
endDate<-"2016-10-31"
qte_list<-c("AdjClose")

price=get.hist.quote(instrument = security, startDate, endDate, quote = qte_list,   provider = "yahoo" )
ret<-diff(log(price[,1]))

fit<-arima(ret, order=c(1,0,0))