The Prais-Winsten estimator 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.
|Author||Franz X. Mohr [aut, cre]|
|Date of publication||2018-10-08 10:30:06 UTC|
|Maintainer||Franz X. Mohr <[email protected]>|
|Package repository||View on CRAN|
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