[R] assuming AR(1) residuals in OLS

[constantine]

Hi to all,


In other statistical software, such as Eviews, it is possible to
regress a model with the Least Squares method, assuming that the
residuals follow an AR(q) process.
For example the resulting regression is something like

y = 1.2154  + 0.2215 x + 0.251 AR(1)

How is it possible to do the same in R?

Thank you very much in advance,


Constantine Tsardounis
http://www.costis.name