To cite FitAR in publications use:

A. I. McLeod, Ying Zhang (2008). Improved Subset Autoregression: With R Package. Journal of Statistical Software 28(2). URL http://www.jstatsoft.org/v28/i02/.

Corresponding BibTeX entry:

  @Article{,
    title = {Improved Subset Autoregression: With {R} Package},
    author = {A. I. McLeod and Ying Zhang},
    journal = {Journal of Statistical Software},
    year = {2008},
    volume = {28},
    number = {2},
    url = {http://www.jstatsoft.org/v28/i02/},
  }