[R] linear model with arma errors
bates at stat.wisc.edu
Tue Mar 4 16:44:40 CET 2003
"Gregory BENMENZER" <gregory.benmenzer at gazdefrance.com> writes:
> 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
Perhaps function gls in the nlme package. See
help('gls', package = 'nlme')
More information about the R-help