Douglas Bates ha scritto:

I have been without Internet access for a couple of weeks (in the US
AT&T is now competing with the cable companies and has succeeded in
emulating the cable TV companies' terrible service) and I missed the
beginning of this discussion.  Is there a reason that you have not
used the example in the NRAIA package to obtain that model fit?
A quite simple reason.
My fault: I did not know the existence of the library, so I was trying to build the example (and the data set) on my own.
Try

install.packages("NRAIA")
library(NRAIA)
example(Chloride)

That gets you the data and the model fit without the AR1 correlation.
I guess that I didn't put in the general optimization in that example
yet.

Could you be please so kind to give me some hints on it ?

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