[R] assuming AR(1) residuals in OLS

[Michael Kubovy]

?gls

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?