Is there a way to easily check the "geeglm" model (with ar1 correlation structure, in R) like its residuals or something else?
Thanx a lot
Rusiadi Rusiadi
Dear Michaela,.
if you only use the AR1 you should use eviews for easier, unless there is an option AR2 or AR3 ..
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Rusiadi Rusiadi
for Michaela,
7 eviews program use more practical use. If the data exceeds 3 AR lag, should be re-examined using cointegration test. if cointegration test is not passed, then you test mneggunakan VECM, or VAR if it passes cointegrasi. or if you are using a mobile data ARMA
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