[R] Times Series Data using GLS

MRB305 MikeRBush at gmail.com
Tue Jul 10 19:57:39 CEST 2012

I am trying to use regression to determine the interaction between a couple
of variables while correcting for autocorrelation. Thus far, I have created
the code:
model <- gls(yvar~xvar1*xvar2, correlation = corARMA (p=2), method = "ML",
data = data)

I'm having a difficult time understanding the different correlation
structure classes and when to use the correct ones. Also, with regards to
"method", I am not sure if REML or ML is the correct option.

Thanks to anyone who can give me help with this. I really appreciate it.

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