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Hello, Is there a package that implements the Cochrane-Orcutt itterative procedure for dealing with autocorrelation in a regression model? Thanks, John. -- ========================================== John Janmaat Department of Economics Acadia University, Wolfville, NS, B0P 1X0 (902)585-1461 All opinions stated are personal, unless otherwise indicated.

Hi John, Hi Folks/Prof. Fox, I found some code John Fox had written sometime back on the Cochrane-Orcutt and Prais procedures here: https://stat.ethz.ch/pipermail/r-help/2002-January/017774.html I thought I would try it out and get the following errors below. Was wondering if anyone had any immediate opinions why this might be ? The linear model is the object regrCMSlm . Thanks, Tolga