[R] Cochrane-Orcutt method

John Janmaat john.janmaat at acadiau.ca
Wed Jan 9 20:49:07 CET 2002


Hello,

Is there a package that implements the Cochrane-Orcutt itterative
procedure for dealing with autocorrelation in a regression model?

Thanks,

John.
-- 
==========================================
John Janmaat
Department of Economics
Acadia University, Wolfville, NS, B0P 1X0
(902)585-1461

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