[R] assuming AR(1) residuals in OLS
kubovy at virginia.edu
Mon Feb 16 19:33:07 CET 2009
On Feb 16, 2009, at 12:28 PM, constantine wrote:
> 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?
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