orcutt v2.3

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Estimate Procedure in Case of First Order Autocorrelation

Solve first order autocorrelation problems using an iterative method. This procedure estimates both autocorrelation and beta coefficients recursively until we reach the convergence (8th decimal as default). The residuals are computed after estimating Beta using EGLS approach and Rho is estimated using the previous residuals.

Functions in orcutt

Name Description
cochrane.orcutt Cochrane-Orcutt Estimation
icecream Ice Cream Consumption
residual.orcutt Accessing Cochrane-Orcutt Fits
orcutt-package Estimate Procedure in Case of First Order Autocorrelation
summary.orcutt Summarizing Cochrane-Orcutt Fits
print.summary.orcutt Summarizing Cochrane-Orcutt Fits
predict.orcutt Predict method for Cochrane-Orcutt Estimation
print.orcutt Print Cochrane-Orcutt Estimation
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Details

Type Package
Date 2018-09-27
License GPL-2
NeedsCompilation no
Packaged 2018-09-27 19:41:51 UTC; Stefano
Repository CRAN
Date/Publication 2018-09-27 22:40:04 UTC

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