prais

prais-package

The Prais-Winsten estimator (Prais &amp; 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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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.

Franz X. Mohr

Prais-Winsten Estimator for AR(1) Serial Correlation

prais-package function

Maintainer: Franz X. Mohr <a href="/link/franz.x.mohr%40outlook.com?package=prais&version=1.1.3" data-mini-rdoc="prais::franz.x.mohr@outlook.com">franz.x.mohr@outlook.com</a> (<a href="https://orcid.org/0009-0003-8890-7781">ORCID</a>)

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prais: Prais-Winsten Estimator for AR(1) Serial Correlation — prais-package

Maintainer: Franz X. Mohr <a href='mailto:franz.x.mohr@outlook.com'>franz.x.mohr@outlook.com</a> (<a href='https://orcid.org/0009-0003-8890-7781'>ORCID</a>)

prais-package: prais: Prais-Winsten Estimator for AR(1) Serial Correlation

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