prais: Prais-Winsten Estimation Procedure for AR(1) Serial Correlation

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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.

Author
Franz Mohr
Date of publication
2015-03-20 00:08:02
Maintainer
Franz Mohr <prais.r@outlook.com>
License
GPL-2
Version
0.1.1

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Man pages

prais-package
Prais-Winsten Estimation Procedure for AR(1) Serial...
prais.winsten
Prais-Winsten Estimation Procedure for AR(1) Serial...

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prais
prais/NAMESPACE
prais/R
prais/R/prais.winsten.R
prais/MD5
prais/DESCRIPTION
prais/man
prais/man/prais.winsten.Rd
prais/man/prais-package.Rd