orcutt: Estimate Procedure in Case of First Order Autocorrelation
Version 2.1

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). The residuals are computed after estimating Beta using EGLS approach and Rho is estimated using the previous residuals.

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AuthorStefano Spada [aut, cre], Matteo Quartagno [ctb], Marco Tamburini [ctb], David Robinson [ctb]
Date of publication2017-04-09 22:13:18 UTC
MaintainerStefano Spada <lostefanospada@gmail.com>
LicenseGPL-2
Version2.1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("orcutt")

Man pages

cochrane.orcutt: Cochrane-Orcutt Estimation
icecream: Ice Cream Consumption
orcutt-package: Estimate Procedure in Case of First Order Autocorrelation
predict.orcutt: Predict method for Cochrane-Orcutt Estimation
print.orcutt: Print Cochrane-Orcutt Estimation
print.summary.orcutt: Summarizing Cochrane-Orcutt Fits
residual.orcutt: Accessing Cochrane-Orcutt Fits
summary.orcutt: Summarizing Cochrane-Orcutt Fits

Functions

cochrane.orcutt Man page Source code
icecream Man page
orcutt Man page
orcutt-package Man page
predict.orcutt Man page Source code
print.orcutt Man page Source code
print.summary.orcutt Man page Source code
residual.orcutt Man page Source code
summary.orcutt Man page Source code

Files

inst
inst/CITATION
NAMESPACE
data
data/icecream.rda
R
R/print.orcutt.R
R/predict.orcutt.R
R/summary.orcutt.R
R/cochrane.orcutt.R
R/residual.orcutt.R
R/orcutt-internal.R
R/print.summary.orcutt.R
MD5
DESCRIPTION
man
man/predict.orcutt.Rd
man/print.orcutt.Rd
man/summary.orcutt.Rd
man/residual.orcutt.Rd
man/cochrane.orcutt.Rd
man/orcutt-package.Rd
man/icecream.Rd
man/print.summary.orcutt.Rd
orcutt documentation built on May 19, 2017, 12:51 p.m.