Dear R users, 
 
May I know is there a package that implements the Cochrane-Orcutt Prais Winsten 
itterative for dealing with autocorrelation in a regression model?

I understand that gls in nlme package does it properly, my question is will this 
two methods provide the same answer for linear model with autocorrelated 
error?   

Thank you.

Regards,
Hock Ann



      
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