Hello~  Did any one have used the package 'orcutt' ?  I find that it can not work smoothly in a single variable regression. I use the example following, it function very well.  But when I regress "cons" on "price" (use the "reg1<-lm(cons~price+income+temp)") , then  use "reg11<-cochrane.orcutt(reg1) ". There is an error message âError in X[, -1] %*% regCO$coeff[-1] : non-conformable argumentsâ.  Is this a bug for this function?  > price<-c( 0.27, 0.28, 0.28, 0.28, 0.27, 0.26, 0.28 ,0.27 > ,0.26 ,0.28, 0.28 ,0.27, 0.27, 0.29, 0.28,0.29, 0.28, 0.28, > 0.28, 0.28, 0.29, 0.29, 0.28, 0.28, 0.28, 0.26, 0.26 > ,0.26, 0.27 ,0.26) > cons<-c(0.39, 0.37, 0.39, 0.42, 0.41, 0.34, 0.33, 0.29, > 0.27, 0.26, 0.29 ,0.30, 0.33, 0.32, 0.38,0.38, 0.47, 0.44, > 0.39, 0.34, 0.32, 0.31, 0.28, 0.33, 0.31, 0.36, 0.38 > ,0.42, 0.44 ,0.55) > income<-c(78, 79, 81, 80 ,76 ,78, 82, 79, 76, 79, 82, > 85, 86, 83, 84, 82, 80, 78, 84, 86, 85, 87, 94, 92, > 95, 96, 94, 96, 91, 90) > temp<-c(41,56,63,68,69,65,61,47,32,24,28,26,32,40,55,63,72,72,67,60,44,40,32,27,28,33,41,52,64,71) > reg<-lm(cons~price+income+temp) > library(orcutt) Warning message: package âorcuttâ was built under R version 2.14.2 > reg2<-cochrane.orcutt(reg) > reg2 $Cochrane.Orcutt Call: lm(formula = YB ~ XB - 1) Residuals:      Min       1Q   Median       3Q      Max -0.072610 -0.012760 0.000906 0.015209 0.077841 Coefficients:                Estimate Std. Error t value Pr(>|t|)   XB(Intercept) 0.2424113 0.2531469  0.958  0.3474   XBprice      -1.1927018 0.6873988 -1.735  0.0950 . XBincome      0.0031820 0.0014969  2.126  0.0436 * XBtemp        0.0035572 0.0005339  6.662 5.56e-07 *** --- Signif. codes: 0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â â 1 Residual standard error: 0.0317 on 25 degrees of freedom Multiple R-squared: 0.9837,    Adjusted R-squared: 0.9811 F-statistic: 378.3 on 4 and 25 DF, p-value: < 2.2e-16 $rho [1] 0.3788941 $number.interaction [1] 12  > reg1<-lm(cons~price) > reg11<-cochrane.orcutt(reg1) Error in X[, -1] %*% regCO$coeff[-1] : non-conformable arguments   Paul Wang pywan...@yahoo.com.tw [[alternative HTML version deleted]]
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