# Modelling interest rate: AR(2) modelling

I have a time series of spread that follows an $AR(2)$ (Autoregressive model of Order 2). I need an interest rate model that represents that dynamics. What model should I use?

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With AR2 you mean an autoregressive model with two lags? –  user21240 Oct 11 '13 at 13:36
i mean autoregressve model of order 2 –  user6270 Oct 12 '13 at 10:40