When to use the estimator | A simple time series model | Reading the output | Confidence intervals and predictions | Robust standard errors | A panel model | One coefficient per panel | Panel-corrected standard errors | Gaps in the time variable | Models estimated with plm | Tidy output | References
Package: prais 1.3.0.9000
prais: Prais-Winsten Estimator for AR(1) Serial Correlation
The Prais-Winsten estimator (Prais & Winsten, 1954) 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.
Authors:
prais_1.3.0.9000.tar.gz
prais_1.3.0.9000.zip(r-4.7-any)prais_1.3.0.9000.zip(r-4.6-any)prais_1.3.0.9000.zip(r-4.5-any)
prais_1.3.0.9000.tgz(r-4.6-any)prais_1.3.0.9000.tgz(r-4.5-any)
prais_1.3.0.9000.tar.gz(r-4.7-any)prais_1.3.0.9000.tar.gz(r-4.6-any)
prais_1.3.0.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
prais/json (API)
| # Install 'prais' in R: |
| install.packages('prais', repos = c('https://franzmohr.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/franzmohr/prais/issues
Datasets:
- barium - Barium
prais-winstenprais-winsten-estimator
Last updated from:6baa833209. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 181 | ||
| source / vignettes | OK | 202 | ||
| linux-release | OK | 149 | ||
| macos-release | OK | 94 | ||
| macos-oldrel | OK | 112 | ||
| windows-devel | OK | 88 | ||
| windows-release | OK | 87 | ||
| windows-oldrel | OK | 97 | ||
| wasm-release | OK | 122 |
Exports:prais_winsten
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Augment Data with Information from a Prais-Winsten Object | augment.prais |
| Barium | barium |
| Confidence Intervals for the Coefficients of the Prais-Winsten Estimator | confint.prais |
| Glance at a Prais-Winsten Object | glance.prais |
| Prais-Winsten Estimator for AR(1) Serial Correlation | prais_winsten print.prais |
| Predict Method for Objects of Class prais | predict.prais |
| Summarising the Prais-Winsten Estimator | print.summary.prais summary.prais |
| Tidy a Prais-Winsten Object | tidy.prais |
| Covariance Matrix of the Coefficients of the Prais-Winsten Estimator | vcov.prais |
| Semirobust Covariance Matrix Estimators | vcovHC.prais |
| Extract Panel-Corrected Variance Covariance Matrix | vcovPC.prais |