?gls from package nlme?

2009/12/14 Karl Schriek <kschriek@gmail.com>

> Hi
>
> I have a stationary time series to which I want to fit a linear model with
> an autoregressive term to correct for serial correlation, i.e. using the
> formula At = c1*Bt + c2*Ct + ut, where ut = r*ut-1 + et
>
> (i.e. ut is an AR(1) term to correct for serial correlation in the error
> terms)
>
>
> Does anyone know what to use in R to model this?
>
>
> Thanks
> Karl
>
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