[R] Cochrane-Orcutt

John Fox jfox at mcmaster.ca
Mon Apr 5 03:12:38 CEST 2004


Dear pnick,

If you search the r-help archives, you'll see that some time ago I posted a
Cochrane-Orcutt function. It's not clear to me, however, why you'd want to
use this in preference to the gls function in the nlme package.

I hope this helps,
 John

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of 
> pnick at virgilio.it
> Sent: Sunday, April 04, 2004 7:20 PM
> To: r
> Subject: [R] Cochrane-Orcutt
> 
> hi everybody
> i'm looking for a function to estimate a regression model via 
> the Cochrane Orcutt method thanks
>




More information about the R-help mailing list