If first fit my data column V1 to column V2 using normal "lm" fitting,

call it "fit1",

then I used "acf(fit1$residuals, type='cov', 40) " function to obtain the
autocovariance of the residuals,

and then constructed a autocovariance matrix, I chose it to be 40x40.

Call this autocovariance matrix B,

I then use the following "lm.gls" function to fit using the above weight
matrix:

But what's wrong with my weight matrix?

> fit8=lm.gls(V1~V2, data=data1, W=B, inverse=TRUE);
Error in lm.gls(V1 ~ V2, data = data1, W = B, inverse = TRUE) :
        dim(W) is not correct

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