Time domain control of wave energy converters requires knowledge of future incident wave elevation in order to approach conditions for optimal energy extraction. Autoregressive models revealed to be a promising approach to the prediction of future values of the wave elevation only from its past history. Results on real wave observations from different ocean locations show that AR models allow to achieve very good predictions for more than one wave period in the future if the focus is put on low frequency components, which are the most interesting from a wave energy point of view. For real-time implementation, however, the lowpass filtering introduces an error in the wave time series, as well as a delay, and AR models need to be designed so to be as robust as possible to these errors.