[R] Removing autocorrelations

John Fox jfox at mcmaster.ca
Mon Jan 6 13:52:03 CET 2003

Dear Andrew,

I'm not sure whether this is what you're looking for, but the gls function 
in the nlme package will fit *linear* models with a variety of 
correlated-error structures.

I hope that this helps,

At 09:17 AM 1/6/2003 +0000, Dr Andrew Wilson wrote:
>Could anyone tell me whether there is an R function for removing
>autocorrelations from a series of observations before performing a linear
>or nonlinear regression analysis on them?

John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox

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