I haven't seen a reply to this, so I will offer a comment:
It looks to me like the correlation you question is the correlation
between the estimated intercept and slope of the gls regression line.
This is different from the correlation between ts.mar and ts.anr. To
Dear list,
I am trying to re-analyse something. I do have two time series, one
of which (ts.mar) might help explaining the other (ts.anr). In the
original analysis, no-one seems to have cared about the data being
time-series and they just did OLS. This yielded a strong positive
correlation.
I
