Better, arima in ts and gls in nlme can fit such models by exact maximum likelihood.
On Wed, 19 Nov 2003, Wayne Jones wrote: > Hi there fellow R-users, > > Can anyone tell me if there exits an R package that deals with serial > correlation in the residuals of an lm model. > Perhaps, using the Cochrane Orcutt or Praise Wilson methods? > > Thanks, > > Wayne > > > Dr Wayne R. Jones > Senior Statistician / Research Analyst > KSS Limited > St James's Buildings > 79 Oxford Street > Manchester M1 6SS > Tel: +44(0)161 609 4084 > Mob: +44(0)7810 523 713 > > > > > KSS Ltd > Seventh Floor St James's Buildings 79 Oxford Street Manchester M1 6SS England > Company Registration Number 2800886 > Tel: +44 (0) 161 228 0040 Fax: +44 (0) 161 236 6305 > mailto:[EMAIL PROTECTED] http://www.kssg.com > > > The information in this Internet email is confidential and m...{{dropped}} > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
