Dear Bob, If you mean regression with autocorrelated errors, take a look at the gls (generalised least squares) function in the nlme package.
I hope this helps, John > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of bob mccall > Sent: Friday, July 30, 2004 10:13 AM > To: [EMAIL PROTECTED] > Subject: [R] dynamic regression > > Greetings: > > Is there an simple way to do dynamic regressions in R? > >From what I've seen, one must use arima() and construct the > X matrix with lagged values etc. and modify Y as well. > > Thanks, > > Bob ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
