I am trying to model a time series (life expectancy wy by year from 1900 to 2010) and GDP. I just started very simple
lm(wy ~ igdp_log)
Of course, this model has serial correlation. I can do filtering by using:
lm(I(wy - r1*lag_wy) ~ I(igdp_log - r1*lag_igdp_log)
Where r1 is the 1st serial correlation coefficient (0.846). The gdp coefficient goes from 1.30 to 0.71.
I am trying to replicate these results using brms. When I specify the
autocor term I use:
autocor = cor_arr(~ 1, r=1)
The gdp coefficient I get is 0.15. Is there a way to replicate the coefficient of 0.70 using brms?
Thanks in advance!
- Operating System: Capitan OSX
- brms Version: 2.2.0