[R] help on ar(1)

Hi i´m trying to run a modelo of the form y(t) = b1 + b2x(t) + b3x(t) + u(t) and i need to introduce an ar(1) into the equation can anyone tell me about a reference with an example thanks again -- Gaspar [[alternative HTML version deleted]]

Re: [R] help on ar(1)

be extracted from a given body of data. ~ John Tukey -Oorspronkelijk bericht- Van: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Namens Gaspar Núñez Verzonden: maandag 31 augustus 2009 17:08 Aan: r-help@r-project.org Onderwerp: [R] help on ar(1) Hi i´m trying to run

[R] help on ar(1)

Hi Assume i have three time series Y, X and Z and the model is Y(t) = b1 + b2*X(t) + b3*Z(t) + u(t) How can I introduce an autoregressive term ar(1) to solve for serial autocorrelation? i've been trying with ar(arg1,arg2,arg3) but it only works for individual series thanks a lot -- Gaspar