linear model with arma errors

That's discussed in Pinhiero and Bates, Mixed Effects Models in S and 
S-Plus.  I don't have the book in my hand now, so I can't tell you 
exactly where to find it.  However, I'm pretty confident that it can be 
done in "lme".

Spencer Graves

Dear all,

I'm looking for how can I estimate a linear model with ar(ma) errors :

y(t)=a*X(t)+e(t) with
P(B)e(t)=Q(B)u(t)

where u is a white noise and P, Q are some polynomes.

Could you help me ?

Gr?gory Benmenzer

______________________________________________
R-help at stat.math.ethz.ch mailing list
http://www.stat.math.ethz.ch/mailman/listinfo/r-help