al message ---------
Message: 107
Date: Tue, 22 Feb 2011 16:09:48 +1300
From: "David Kennedy"
To:
Subject: [R] Adjusting for autocorrelation in a panel model
Message-ID: <00b701cbd23d$f7200560$e5601020$@d...@ihug.co.nz>
Content-Type: text/plain
I am working with
I am working with panel data. I am using the plm package to do this.
I would like to do be able to adjust for autocorrelation, as one does with
glm models and correlation structures (eg corr=corARMA(q=4)) . In
particular, I want to employ MA(4) error structure.
Is there a way of doing thi
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