Models like y(t) = a + b*x(t) + AR(2)-error : arima.mle (xreg=cbind(1,x))
Models like y(t) = a0 + a1*y(t-1) + a2*y(t-2) + b*x(t) + i.i.d. gaussian
error : Set up the variables in a data frame and fit it with least squares
(e.g. by use of lm).
Regards,
Henrik
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Henrik Aalborg Nielsen
Informatics and Mathematical Modelling
Technical University of Denmark
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On Tue, 15 Jun 2004 mtexeira@agro.uba.ar wrote:
> hi
>
> how can I fit an AR(2) model with a regression variable?
>
> Marcos Texeira
>
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