[R] assuming AR(1) residuals in OLS

constantine costas.magnuse at gmail.com
Tue Feb 17 14:36:55 CET 2009

Thank you Gabor Grothendieck for your message.
I would surely like to say, that if someone wants to assume AR(1)
residuals, running the regression y ~ x, could run

gls(y~x, correlation = corAR1(0, ~1))

Constantine Tsardounis

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