prais-package: prais: Prais-Winsten Estimator for AR(1) Serial Correlation
In prais: Prais-Winsten Estimator for AR(1) Serial Correlation
prais-package R Documentation
prais: Prais-Winsten Estimator for AR(1) Serial Correlation
Description
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.
Author(s)
Maintainer: Franz X. Mohr franz.x.mohr@outlook.com (ORCID)
Authors:
Franz X. Mohr franz.x.mohr@outlook.com (ORCID)
Other contributors:
Michael Škvrňák (ORCID) [contributor]
See Also
Useful links:
prais documentation built on Sept. 19, 2026, 1:06 a.m.
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.
| prais-package | R Documentation |
prais: Prais-Winsten Estimator for AR(1) Serial Correlation
Description
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.
Author(s)
Maintainer: Franz X. Mohr franz.x.mohr@outlook.com (ORCID)
Authors:
Franz X. Mohr franz.x.mohr@outlook.com (ORCID)
Other contributors:
Michael Škvrňák (ORCID) [contributor]
See Also
Useful links:
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.