prais

Prais-Winsten Estimator for AR(1) Serial Correlation

The Prais-Winsten estimator takes into account AR(1) serial correlation of the errors in a linear regression model. The procedure recursively estimates the coefficients and the error autocorrelation of the specified model until sufficient convergence of the AR(1) coefficient is attained.

Total

12,631

Last month

572

Last week

137

Average per day

19

Daily downloads

Total downloads

Description file content

Package
prais
Type
Package
Title
Prais-Winsten Estimator for AR(1) Serial Correlation
Version
1.0.0
Description
The Prais-Winsten estimator takes into account AR(1) serial correlation of the errors in a linear regression model. The procedure recursively estimates the coefficients and the error autocorrelation of the specified model until sufficient convergence of the AR(1) coefficient is attained.
License
GPL-2
Depends
R (>= 3.2.0)
Imports
stats
Encoding
UTF-8
LazyData
true
RoxygenNote
6.0.1
URL
BugReports
https://github.com/FranzMohr/prais/issues
Collate
'prais_winsten.R' 'print.prais.R' 'summary.prais.R' 'print.summary.prais.R' 'pw_transform.R'
NeedsCompilation
no
Packaged
2018-09-30 10:10:07 UTC; franz
Author
Franz X. Mohr [aut, cre]
Maintainer
Franz X. Mohr
Repository
CRAN
Date/Publication
2018-10-08 10:30:06 UTC

install.packages('prais')

1.0.0

2 months ago

https://github.com/FranzMohr/prais

Franz X. Mohr

GPL-2

Depends on

R (>= 3.2.0)

Imports

stats

Discussions