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 a
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]]
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
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