On Sun, 1 Apr 2007, John C Frain wrote: > This question is not as simple as might appear.
But it might as well be - I try to answer the questions people ask instead of guessing what they wanted to ask but did not. > As the data are time > series one should be very concerned about the distribution of the > residuals, Are the series stationary and if not are they integrated > of the same order and cointegrated. <snip> > My recommendation to Andre would be to study a good book on > time-series analysis. One is not doing him a favour by recommending a > procedure to him that may lead to spurious results when not applied > properly. All the points you raise above are valid, of course, but note that I did not "recommend" a procedure. The original poster wrote down a linear model that he wanted to estimate by OLS (aka lm()) and I just told him how he can do that conveniently in R. Whether or not the linear model is appropriate in this situation (and there are time-series relationships where it is) I cannot say - but, contrary to you, I assume that the poster knows what he is doing. Z ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
