Re: [R] Time series reliability questions

2008-07-23 Thread Achim Zeileis
On Wed, 23 Jul 2008, John Theal wrote: EViews and Gretl give comparable (and I am inclined to presume, correct) results. R on the other hand, has the exogenous regressor with a negative coefficient. If I use other data I encounter the same problem - agreement between EViews and Gretl, disagree

[R] Time series reliability questions

2008-07-23 Thread John Theal
Hello all, I have been using R's time series capabilities to perform analysis for quite some time now and I am having some questions regarding its reliability. In several cases I have had substantial disagreement between R and other packages (such as gretl and the commercial EViews package). I