Re: R language- obtaining variance matrix after regression



Ok that sounds great. see the thing is i am not very comfortable with
time series analysis. specially analysis like arima, distributed lags
analysis.. but being a statsoft india employee, at times i am required
to give demo on Statistica regarding time series analysis. So can u
suggest me any book or site which can help in doing time series in
Statistica.

Regards,
Nitish
mdm_italy wrote:
Paul,
"variance matrix after regression" is the simmetric matrix with
variances among Y, X1, X2, ecc.... ?
If so, and if X is the matrix composed by [Y,X1,X2,...], you can do it
with:

var(X)

(the variance is the "corrected variance").

But I probably misunderstood the question....

Michele De Meo
Statistical Consultant
http://crea.html.it/sito/micheledemeo

.



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