The analysis of chromatographic data resulting from complex chemical mixtures is challenging. Components may co-elute, causing their signals to overlap. An algorithm that will increase the signal-to-noise ratio so compounds present in low abundance can be better distinguished from noise is useful in this type of analysis. The autoregressive (AR) filter offers the advantage of smoothing chromatograms to increase this ratio, while also offering data compression and increased resolution. Furthermore, this filter can be useful for classification, as the roots of the predictor coefficient vectors represent features present in the data and can therefore be used for pattern recognition. In this paper, we present a novel method for applying AR filtering to chromatogram data. We show that the AR filter outperforms the Savitzky-Golay filter for smoothing noise while retaining important information within chromatograms, and also that AR correlation coefficients have the potential to be used to classify chromatogram data into groups.