assuming AR(1) residuals in OLS
You will need library(nlme) first. But not for ?arima, which seems the more obvious way to do this simple example.
On Mon, 16 Feb 2009, Michael Kubovy wrote:
?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?
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