Hello, I am a new R user but somewhat familiar with S-plus. Can someone please tell me if the following model can be easily estimated in R? I have a lot of time series data to which I would like to fit the following two-variable system: p_t = f(t) + e_t (v_t-1, v_t-2, v_t-3) y_t = g(t) + v_t f(t) and g(t) are deterministic (nonparametric) functions of time, e_t and v_t are random errors, with e_t correlated with past errors of v_t. I would like to test this model against one where v_t also is autocorrelated. Thanks! Michael J. Roberts Resource Economics Division, PMT USDA-ERS 202-654-5557 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._