[R] help on ar(1)

2009-08-31 Thread Gaspar Núñez 
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

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Re: [R] help on ar(1)

2009-08-31 Thread ONKELINX, Thierry 
Have a look at the gls() function from the nlme package. The helpfile of gls() 
contains an example of an AR1 structure.

HTH,

Thierry 



ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature and 
Forest
Cel biometrie, methodologie en kwaliteitszorg / Section biometrics, methodology 
and quality assurance
Gaverstraat 4
9500 Geraardsbergen
Belgium
tel. + 32 54/436 185
thierry.onkel...@inbo.be
www.inbo.be

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asking him to perform a post-mortem examination: he may be able to say what the 
experiment died of.
~ Sir Ronald Aylmer Fisher

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~ Roger Brinner

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that a reasonable answer can be extracted from a given body of data.
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-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 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

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[R] help on ar(1)

2009-08-27 Thread Gaspar Núñez 
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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