[R] Residuals in gls

[Panos Hadjinicolaou]

Dear R-helpers,

I am doing a multiple linear regression of an ozone time-series on time and 
other explanatory variables. I have been using the "lm" model but I am recently 
experimenting with "gls".

With the "lm" model I was able to look at the residuals by $res in the "summary 
(lm(...))" and then check with "acf" for autocorrelation in these residuals 
which had the same "length" with the original time-series. 

A similar action in "gls" would return only 5 values for residuals 
(Min,Q1,Med,Q3,Max). So I am estimating the residuals for the predicted 
time-series by subtracting $fitted from my original time-series. I would like to 
ask if this a correct thing to do.

Thanks for reading,

Panos


-----------------------------------------------------

Dr Panos Hadjinicolaou

Centre for Atmospheric Science, Dept. of Chemistry
University of Cambridge
Lensfield Road
Cambridge CB2 1EW, UK

Work: +44 1223 763815
Home: +44 1223 327417

Fax:  +44 1223 763823