Dear all, I'm looking for how can I estimate a linear model with ar(ma) errors :
y(t)=a*X(t)+e(t) with P(B)e(t)=Q(B)u(t) where u is a white noise and P, Q are some polynomes. Could you help me ? Gr�gory Benmenzer ______________________________________________ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help
