Hi

Assume i have three time series Y, X and Z
and the model is

Y(t) = b1 + b2*X(t) + b3*Z(t) + u(t)

How can I introduce an autoregressive term ar(1) to solve for
serial autocorrelation?

i've been trying with ar(arg1,arg2,arg3) but it only works for
individual series


thanks a lot


-- 
Gaspar

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