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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.

...edom Multiple R-squared: 0.561, Adjusted R-squared: 0.5587 F-statistic: 239 on 1 and 187 DF, p-value: < 2.2e-16 > cochrane.orcutt(regrCMSlm) Error in model.frame.default(formula = y ~ X - 1, drop.unused.levels = TRUE) : variable lengths differ (found for 'X') > prais.winsten(regrCMSlm) Error in model.frame.default(formula = y ~ X - 1, drop.unused.levels = TRUE) : variable lengths differ (found for 'X') > Generally, this communication is for informational purposes only and it is not intended as an offer or solicitation for the purchase or sale of any fi...

Dear R experts,   I'm running the following stationary bootstrap programming to find the parameters estimate of a linear model:     X<-runif(10,0,10) Y<-2+3*X a<-data.frame(X,Y) coef<-function(fit){   fit <- lm(Y~X,data=a)    return(coef(fit)) }  result<- tsboot(a,statistic=coef(fit),R = 10,n.sim = NROW(a),sim = "geom",orig.t = TRUE)   Unfortunately, I got this