[R] R: Adjusting for autocorrelation in a panel model

2011-02-28 Thread Millo Giovanni
id Kennedy [mailto:david@ihug.co.nz] Inviato: lunedì 28 febbraio 2011 03:29 A: Millo Giovanni Cc: R-help@r-project.org; 'Yves Croissant' Oggetto: RE: [R] Adjusting for autocorrelation in a panel model Dear Millo Thank you for the prompt and honest answer. Please accept m

Re: [R] Adjusting for autocorrelation in a panel model

2011-02-27 Thread David Kennedy
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

[R] Adjusting for autocorrelation in a panel model

2011-02-22 Thread Millo Giovanni
e: 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 panel data. I am using the plm package to do this.

[R] Adjusting for autocorrelation in a panel model

2011-02-21 Thread David Kennedy
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