orcutt-package: Estimate Procedure in Case of First Order Autocorrelation
In orcutt: Estimate Procedure in Case of First Order Autocorrelation
Description
Details
Author(s)
References
Description
This package has been implemented to 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.
Details
Package: orcutt
Type: Package
Version: 2.3
Date: 2018-09-27
License: GPL-2
Author(s)
Stefano Spada [aut, cre],
Matteo Quartagno [ctb],
Marco Tamburini [ctb],
David Robinson [ctb]
Maintainer: Stefano Spada <lostefanospada@gmail.com>
References
Verbeek M. (2004) A guide to modern econometrics, John Wiley & Sons Ltd, ISBN:978-88-08-17054-5
orcutt documentation built on May 2, 2019, 2:19 a.m.
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Description Details Author(s) References
Description
This package has been implemented to 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.
Details
| Package: | orcutt |
| Type: | Package |
| Version: | 2.3 |
| Date: | 2018-09-27 |
| License: | GPL-2 |
Author(s)
Stefano Spada [aut, cre], Matteo Quartagno [ctb], Marco Tamburini [ctb], David Robinson [ctb]
Maintainer: Stefano Spada <lostefanospada@gmail.com>
References
Verbeek M. (2004) A guide to modern econometrics, John Wiley & Sons Ltd, ISBN:978-88-08-17054-5
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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