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: | 1.1.1 |
| Depends: | R (≥ 3.2.0) |
| Imports: | lmtest, sandwich, stats |
| Published: | 2019-03-10 |
| 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 |
| Reference manual: | prais.pdf |
| Package source: | prais_1.1.1.tar.gz |
| Windows binaries: | r-devel: prais_1.1.1.zip, r-release: prais_1.1.1.zip, r-oldrel: prais_1.1.1.zip |
| macOS binaries: | r-release: prais_1.1.1.tgz, r-oldrel: prais_1.1.1.tgz |
| Old sources: | prais archive |
| Reverse suggests: | wooldridge |
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