If first fit my data column V1 to column V2 using normal "lm" fitting,
call it "fit1",
then I used "acf(fit1$residuals, type='cov', 40) " function to obtain the
autocovariance of the residuals,
and then constructed a autocovariance matrix, I chose it to be 40x40.
Call this autocovariance matrix B,
I then use the following "lm.gls" function to fit using the above weight
matrix:
But what's wrong with my weight matrix?
> fit8=lm.gls(V1~V2, data=data1, W=B, inverse=TRUE);
Error in lm.gls(V1 ~ V2, data = data1, W = B, inverse = TRUE) :
dim(W) is not correct
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