Package: prais 1.1.4
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_1.1.4.tar.gz
prais_1.1.4.zip(r-4.7)prais_1.1.4.zip(r-4.6)prais_1.1.4.zip(r-4.5)
prais_1.1.4.tgz(r-4.6-any)prais_1.1.4.tgz(r-4.5-any)
prais_1.1.4.tar.gz(r-4.7-any)prais_1.1.4.tar.gz(r-4.6-any)
prais_1.1.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:5363946c65. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 101 | ||
| source / vignettes | OK | 198 | ||
| linux-release-x86_64 | OK | 101 | ||
| macos-release-arm64 | OK | 96 | ||
| macos-oldrel-arm64 | OK | 90 | ||
| windows-devel | OK | 68 | ||
| windows-release | OK | 64 | ||
| windows-oldrel | OK | 73 | ||
| wasm-release | OK | 95 |
Exports:prais_winsten
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Barium | barium |
| Prais-Winsten Estimator for AR(1) Serial Correlation | prais_winsten predict.prais print.prais |
| Summarising the Prais-Winsten Estimator | print.summary.prais summary.prais |
| Semirobust Covariance Matrix Estimators | vcovHC.prais |
| Extract Panel-Corrected Variance Covariance Matrix | vcovPC.prais |
