The Prais-Winsten estimation procedure takes into account serial correlation of type AR(1) in a linear model. The procedure is an iterative method that recursively estimates the beta coefficients and the error autocorrelation of the specified model until convergence of rho, i.e. the AR(1) coefficient, is attained. All estimates are obtained by OLS.
|Date of publication||2015-03-20 00:08:02|
|Maintainer||Franz Mohr <firstname.lastname@example.org>|
|Package repository||View on CRAN|
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