[R] multivariate mle ar(1)
Konrad BLOCHER
kb25532 at sgh.waw.pl
Tue Feb 5 23:41:39 CET 2008
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
More information about the R-help
mailing list