R help - Aug 2009 - help on ar(1)

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

	[[alternative HTML version deleted]]

Hi

i´m trying to run a modelo of the form

y(t) = b1 + b2x(t) + b3x(t) + u(t)

and i need to introduce an ar(1) into the equation
can anyone tell me about a reference with an example

thanks again



-- 
Gaspar

	[[alternative HTML version deleted]]