"Gregory BENMENZER" <[EMAIL PROTECTED]> writes: > 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
Perhaps function gls in the nlme package. See
help('gls', package = 'nlme')
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