At 11:45 AM 7/16/2003 -0700, CHRISS Steve wrote:
R Help, How does one do a least squares regression with an AR component (for any order) in R?
Thanks, Steve Chriss
Do you mean a model with AR errors? If so, you can use the gls (generalized least squares) function in the nlme package. Some details and an example with AR(2) errors are in <http://socserv.socsci.mcmaster.ca/jfox/Books/Companion/appendix-timeseries-regression.pdf>.
I hope that this helps, John
----------------------------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario, Canada L8S 4M4 email: [EMAIL PROTECTED] phone: 905-525-9140x23604 web: www.socsci.mcmaster.ca/jfox
______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
