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]
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.