Re: [R] Fitting a regression model with with ARMA error

On Mon, 2010-08-23 at 08:12 +0530, Aditya Damani wrote: > Hi, > > I want to fit a regression model with one independent variable. The error > part should be fitted an ARMA process. > > For example, > > y_t = a + b*x_t + e_t where e_t is modelled as an ARMA process. > > Please let me know how do

[R] Fitting a regression model with with ARMA error

Hi, I want to fit a regression model with one independent variable. The error part should be fitted an ARMA process. For example, y_t = a + b*x_t + e_t where e_t is modelled as an ARMA process. Please let me know how do I do this in R. What code should I use? TIA Aditya [[alternative