[R] estimating a generalized autocorrelated model

[Helter Two]

Hi, I want to estimate a model of the following form:

y = a1W1y + X1beta1 + e
e = a2W2e + X2beta2 + nu
with y a vector of proportions or counts and W a matrix of weights.

In other words, autocorrelation occurs for the response variable y and for the disturbance term e. Ideally, at either level multiple W matrices could be included and X1 and X2 could be (partly) different (or X2 could be absent). But the most important thing is to be able to include a count/proportion response variable in the autocorrelation model. 

Does anyone know of a function in a package to estimate such a model? I have found some functions that capture small parts of this, but especially the option of a "generalized" model with a count reponse hasn't shown up yet. But perhaps it exists under names I am not familiar with.

thanks a lot,
Hank Stevens (PhD. student)




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