Dear all,
I'm currently using R v0.90.0 with packages "nlme" on Windows 98
Second Edition. I have an enquiry on using the generalised least squares
function 'gnls'.
My data set "lx.sea" contains some seasonal GDP with some
independent variables. I want to fit a nonlinear least square using restricted
maximum likelihood estimation. There exists a AR(4) correlation structure (only
the 4th AR) in the error term. So I enter the following commands:
> gnls(ldgdp~+pc2+pc3+pc4+pc5+pc7+t,data=lx.sea,correlation=corARMA(p=4,q=0))
It results not only the 4th AR but also the first 3 order AR in the equation. So
how can I fit my model with only the 4th AR?? Are there any other function in R
allow me to do that??
Thanks for the help and look forward to your reply.
Yours,
Vincent
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