Nothing
orcutt: Estimate Procedure in Case of First Order Autocorrelation
Solve first order autocorrelation problems using an iterative method. This procedure estimates both autocorrelation and beta coefficients recursively until we reach the convergence (8th decimal as default). The residuals are computed after estimating Beta using EGLS approach and Rho is estimated using the previous residuals.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Stefano Spada [aut, cre], Matteo Quartagno [ctb], Marco Tamburini [ctb], David Robinson [ctb] |
| Maintainer | Stefano Spada <lostefanospada@gmail.com> |
| License | GPL-2 |
| Version | 2.3 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the orcutt package in your browser
Any scripts or data that you put into this service are public.
