Displaying 1 result from an estimated 1 matches for "mening_s_d".
Did you mean:
mening_s_des
2006 Dec 06
1
Questions about regression with time-series
Hi,
I am using 2 times series and I want to carry out a regression of Seri1
by Serie2 using structured (autocorrelated) errors.
(Equivalent to the autoreg function in SAS)
I found the function gls (package nlme) and I made:
gls_mens<-gls(mening_s_des~dataATB, correlation = corAR1())
My problem is that I don’t want a AR(1) structure but ARMA(n,p) but the
execution fails :
gls_mens<-gls(mening_s_des~dataATB, correlation = corARMA(p=52))
Error in "coef<-.corARMA"(`*tmp*`, value = c(11.2591629857661,
9.1821585359071, :
Coeff...