assuming AR(1) residuals in OLS
?gls
On Feb 16, 2009, at 12:28 PM, constantine wrote:
In other statistical software, such as Eviews, it is possible to regress a model with the Least Squares method, assuming that the residuals follow an AR(q) process. For example the resulting regression is something like y = 1.2154 + 0.2215 x + 0.251 AR(1) How is it possible to do the same in R?