Hi, I am trying to perform Maximum Likelihood estimation of a Multivariate model (2 independent variables + intercept) with autocorrelated errors of 1st order (ar(1)).
Does R have a function for that? I could only find an univariate option and when writing my own I find that it is pretty memory-consuming (and sometimes wrong) so there must be a better way. Thanks, KB ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
