[R] assuming AR(1) residuals in OLS
costas.magnuse at gmail.com
Mon Feb 16 18:28:09 CET 2009
Hi to all,
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?
Thank you very much in advance,
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