Dear pnick,
If you search the r-help archives, you'll see that some time ago I posted a
Cochrane-Orcutt function. It's not clear to me, however, why you'd want
to
use this in preference to the gls function in the nlme package.
I hope this helps,
John
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of
> pnick at virgilio.it
> Sent: Sunday, April 04, 2004 7:20 PM
> To: r
> Subject: [R] Cochrane-Orcutt
>
> hi everybody
> i'm looking for a function to estimate a regression model via
> the Cochrane Orcutt method thanks
>