[R] Cochrane-Orcutt Prais Winsten

Hock Ann Lim
2011-02-22T01:00:35Z

Dear R users,

May I know is there a package that implements the Cochrane-Orcutt Prais Winsten
itterative for dealing with autocorrelation in a regression model?

I understand that gls in nlme package does it properly, my question is will this
two methods provide the same answer for linear model with autocorrelated
error?

Thank you.

Regards,
Hock Ann




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