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.
| Version: | 2.3 |
| Depends: | lmtest |
| Imports: | stats |
| Published: | 2018-09-27 |
| Author: | Stefano Spada [aut, cre], Matteo Quartagno [ctb], Marco Tamburini [ctb], David Robinson [ctb] |
| Maintainer: | Stefano Spada <lostefanospada at gmail.com> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| Citation: | orcutt citation info |
| CRAN checks: | orcutt results |
| Reference manual: | orcutt.pdf |
| Package source: | orcutt_2.3.tar.gz |
| Windows binaries: | r-devel: orcutt_2.3.zip, r-release: orcutt_2.3.zip, r-oldrel: orcutt_2.3.zip |
| macOS binaries: | r-release: orcutt_2.3.tgz, r-oldrel: orcutt_2.3.tgz |
| Old sources: | orcutt archive |
| Reverse suggests: | broom, broomExtra |
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