[R] linear model with arma errors

[Renaud Lancelot]

Spencer Graves wrote:
> That's discussed in Pinhiero and Bates, Mixed Effects Models in S and 
> S-Plus.  I don't have the book in my hand now, so I can't tell you 
> exactly where to find it.  However, I'm pretty confident that it can be 
> done in "lme".

Only if the model includes random effects. Otherwise, the gls function 
might be useful. Both lme and gls are in the nlme library.

Best,

Renaud

> Spencer Graves
> 
> Gregory BENMENZER wrote:
> 
>> 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
>> P(B)e(t)=Q(B)u(t)
>>
>> where u is a white noise and P, Q are some polynomes.
>>
>> Could you help me ?
>>
>> Grégory Benmenzer
>>
>> ______________________________________________
>> R-help at stat.math.ethz.ch mailing list
>> http://www.stat.math.ethz.ch/mailman/listinfo/r-help
> 
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
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> 


-- 
Dr Renaud Lancelot, vétérinaire
CIRAD, Département Elevage et Médecine Vétérinaire (CIRAD-Emvt)
Programme Productions Animales
http://www.cirad.fr/presentation/programmes/prod-ani.shtml (Français)
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