[R] Correction for first order autocorrelation in OLS residuals

[Prof Brian Ripley]

Better, arima in ts and gls in nlme can fit such models by exact maximum 
likelihood.

On Wed, 19 Nov 2003, Wayne Jones wrote:

> Hi there fellow R-users, 
> 
> Can anyone tell me if there exits an R package that deals with serial
> correlation in the residuals of an lm model.
> Perhaps, using the Cochrane Orcutt or Praise Wilson methods?
> 
> Thanks, 
> 
> Wayne
> 
> 
> Dr Wayne R. Jones
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
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