Hi Everyone,
One more information to my question. I am trying to do a time series
regression using the lm function. *My intention is to investigate the
relationship between a dependent time series variable and several
independent time series variables.* According to the durbin watson test the
errors are autocorrelated. And then I tried to use the gls function to
accomodate for the autocorrelated errors. My question is how do I know what
ARMA process (order) to use in the gls function? Or is there any other way
to do the time series regression in R? I highly appreciate your help.
Thanks,
Bereket
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
