[R] linear model with arma errors

[Spencer Graves]

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

Gregory BENMENZER wrote:
> 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 ?
> 
> Grégory Benmenzer
> 
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