[R] AR in R

2003-07-16 Thread CHRISS Steve
R Help, How does one do a least squares regression with an AR component (for any order) in R? Thanks, Steve Chriss Steve W. Chriss Oregon Public Utility Commission P: 503.378.3778 F: 503.373.7752 E: [EMAIL PROTECTED]

Re: [R] AR in R

2003-07-16 Thread John Fox
Dear Steve, 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.