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31234
2008 Mar 20
5
time series regression
Hi Everyone,
I am trying to do a time series regression using the lm function. However,
according to the durbin watson test the errors are autocorrelated. And then
I tried to use the gls function to accomodate for the autocorrelated errors.
My question is how do I know what ARMA process (order) to use in the gls
function? Or is there any other way to do the time series regression in R? I
highly