Displaying 1 result from an estimated 1 matches for "glsfit".
Did you mean:
lsfit
2004 Mar 09
2
corARMA and ACF in nlme
Hi R-sters,
Just wondering what I might be doing wrong. I'm trying to fit a multiple
linear regression model, and being ever mindful about the possibilities of
autocorrelation in the errors (it's a time series), the errors appear to
follow an AR1 process (ar(ts(glsfit$residuals)) selected order 1). So,
when I go back and try to do the simultaneous regression and error fit with
gls, the acf and pacf plots of residuals from the old model (glsfit) and
those plots of the new model (glsAR1fit, below) look exactly the same (a
significant autocorrelation at lag o...