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prais (version 1.1.0)

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.

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Install

install.packages('prais')

Monthly Downloads

724

Version

1.1.0

License

GPL-2

Issues

6

Pull Requests

0

Stars

6

Forks

2

Maintainer

Franz Mohr

Last Published

January 5th, 2019

Functions in prais (1.1.0)

prais_winsten

Prais-Winsten Estimator for AR(1) Serial Correlation
pw_transform

Prais-Winsten Transformation
summary.prais

Summarising the Prais-Winsten Estimator