Hi there,

 

I am using gls from the nlme library to fit an AR(1) regression model.

 

I am wondering if (and how) I can separate the auto-correlated and random
components of the residuals? Id like to be able to plot the fitted values +
the autocorrelated error (i.e. phi * resid(t-1)), to compare with the
observed values.

 

I am also wondering how I might go about calculating confidence (or
prediction) intervals around these "new" fitted values (i.e. fitted "new" =
fitted + autocorrelated error component)?

 

Thanks in advance,

 

Kate

 

 

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Kate Stark  |  PhD candidate

Institute of Antarctic & Southern Ocean Studies &

Tasmanian Aquaculture & Fisheries Institute

University of Tasmania.

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