Message-ID: <CD693848-B381-4A93-B5AB-A63F3EBAC03D@virginia.edu>
Date: 2009-02-16T18:33:07Z
From: Michael Kubovy
Subject: assuming AR(1) residuals in OLS
In-Reply-To: <30ddfdae0902160928t7f962ea0t34b34db367db957b@mail.gmail.com>
?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?