[R] linear model with arma errors

Gregory BENMENZER gregory.benmenzer at gazdefrance.com
Tue Mar 4 15:37:30 CET 2003

Dear all,

I'm looking for how can I estimate a linear model with ar(ma) errors :

y(t)=a*X(t)+e(t) with

where u is a white noise and P, Q are some polynomes.

Could you help me ?

Grégory Benmenzer

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