Package: prais 1.1.3
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_1.1.3.tar.gz
prais_1.1.3.zip(r-4.5)prais_1.1.3.zip(r-4.4)prais_1.1.3.zip(r-4.3)
prais_1.1.3.tgz(r-4.4-any)prais_1.1.3.tgz(r-4.3-any)
prais_1.1.3.tar.gz(r-4.5-noble)prais_1.1.3.tar.gz(r-4.4-noble)
prais_1.1.3.tgz(r-4.4-emscripten)prais_1.1.3.tgz(r-4.3-emscripten)
prais.pdf |prais.html✨
prais/json (API)
NEWS
| # 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
- barium - Barium
prais-winstenprais-winsten-estimator
Last updated 3 days agofrom:47298ca5f9. Checks:OK: 1 NOTE: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 20 2024 |
| R-4.5-win | NOTE | Nov 20 2024 |
| R-4.5-linux | NOTE | Nov 20 2024 |
| R-4.4-win | NOTE | Nov 20 2024 |
| R-4.4-mac | NOTE | Nov 20 2024 |
| R-4.3-win | NOTE | Nov 20 2024 |
| R-4.3-mac | NOTE | Nov 20 2024 |
Exports:glanceprais_winstentidy
Dependencies:clifansigenericsgluelatticelifecyclelmtestmagrittrpcsepillarpkgconfigrlangsandwichtibbleutf8vctrszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Barium | barium |
| Glance | glance.prais |
| Prais-Winsten Estimator for AR(1) Serial Correlation | prais_winsten print.prais |
| Summarising the Prais-Winsten Estimator | print.summary.prais summary.prais |
| Tidy | tidy.prais |
| Semirobust Covariance Matrix Estimators | vcovHC.prais |
| Extract Panel-Corrected Variance Covariance Matrix | vcovPC.prais |
