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

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.

Version: 1.1.0
Depends: R (≥ 3.2.0)
Imports: stats
Published: 2019-01-05
Author: Franz X. Mohr [aut, cre]
Maintainer: Franz X. Mohr <prais.r at outlook.com>
BugReports: https://github.com/FranzMohr/prais/issues
License: GPL-2
URL: https://github.com/FranzMohr/prais
NeedsCompilation: no
Materials: NEWS
CRAN checks: prais results

Downloads:

Reference manual: prais.pdf
Package source: prais_1.1.0.tar.gz
Windows binaries: r-devel: prais_1.1.0.zip, r-release: prais_1.1.0.zip, r-oldrel: prais_1.1.0.zip
OS X binaries: r-release: prais_1.1.0.tgz, r-oldrel: prais_1.0.0.tgz
Old sources: prais archive

Reverse dependencies:

Reverse suggests: wooldridge

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