Package: prais 1.1.2.9000

Franz X. Mohr

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:Franz X. Mohr [aut, cre]

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Bug tracker:https://github.com/franzmohr/prais/issues

On CRAN:

prais-winstenprais-winsten-estimator

2 exports 5 stars 1.55 score 5 dependencies 2 mentions 41 scripts 547 downloads

Last updated 2 years agofrom:65d7abbeed. Checks:OK: 1 NOTE: 6. Indexed: yes.

Exports:.pw_transformprais_winsten

Dependencies:latticelmtestpcsesandwichzoo