[R] Fwd: time series regression

From: bereket weldeslassie <berekket_at_gmail.com>
Date: Thu, 20 Mar 2008 09:40:32 -0600

Hi Everyone,
I am trying to do a time series regression using the lm function. However, according to the durbin watson test the errors are autocorrelated. And then I tried to use the gls function to accomodate for the autocorrelated errors. My question is how do I know what ARMA process (order) to use in the gls function? Or is there any other way to do the time series regression in R? I highly appreciate your help.

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