Hello,
I am using a fixed effect model but I would like to use or consider an AR(1) process in my fixed effect model.
Please find here below my R code
fe_model <- plm(formula =sp ~ bcour+gvex+tradeop+grosssaving+gdp,data = DataN, model = "within",index = c("country","year")) summary(femodel)
I know there an PanelAR Package but i don't know how to use it for my fixed effect model.
Any assistance please?
Thanks in advance