You will need
library(nlme)
first.
But not for ?arima, which seems the more obvious way to do this simple
example.
On Mon, 16 Feb 2009, Michael Kubovy wrote:
?gls
On Feb 16, 2009, at 12:28 PM, constantine wrote:
In other statistical software, such as Eviews, it is possible to
regress a model with the Least Squares method, assuming that the
residuals follow an AR(q) process.
For example the resulting regression is something like
y = 1.2154 + 0.2215 x + 0.251 AR(1)
How is it possible to do the same in R?
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Brian D. Ripley, rip...@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
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