Re: [R] lm and time series: simple question

2005-06-17 Thread Prof Brian Ripley
On Thu, 16 Jun 2005 [EMAIL PROTECTED] wrote: This question is partly about R and partly out of my ignorance about time series. I want to regress one time series on another, taking into account the autocorrelation (in an AR1 model) within each series. I am interested in how the standard

[R] lm and time series: simple question

2005-06-16 Thread mwh
Hello: This question is partly about R and partly out of my ignorance about time series. I want to regress one time series on another, taking into account the autocorrelation (in an AR1 model) within each series. I am interested in how the standard error changes when the acf is taken into