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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.
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Package details |
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| Author | Franz X. Mohr [aut, cre] |
| Maintainer | Franz X. Mohr <prais.r@outlook.com> |
| License | GPL-2 |
| Version | 1.1.2 |
| URL | https://github.com/franzmohr/prais |
| Package repository | View on CRAN |
| Installation |
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