Description Usage Arguments References
Functions provides the tranformed reponse variable and model matrix for Durbin stage 1 fit. For details of the transformation, see the reference.
1 | durbin1xy(y, x, arp)
|
y |
the orginal response variable |
x |
the orginal design matrix with first column of all one's (corresponding to the intercept) |
arp |
the order of autoregressive errors. |
McKnight, S. D., McKean, J. W., and Huitema, B. E. (2000). A double bootstrap method to analyze linear models with autoregressive error terms. Psychological methods, 5 (1), 87. Shaofeng Zhang (2017). Ph.D. Dissertation.
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