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2008 Jun 17
1
Problems with Cochrane-Orcutt procedures
...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 > regrCMSlm Call: lm(formula = regrCMS[, 1] ~ regrCMS[, 2]) Coefficients: (Intercept) regrCMS[, 2] 25.7067 -0.3409 > summary(regrCMSlm) Call: lm(formula = regrCMS[, 1] ~ regrCMS[, 2]) Residuals: 09/20/07 11/28/07 02/01/08 04/09/08 06/16/08 10.0593 0...