orcutt: Estimate Procedure in Case of First Order Autocorrelation

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). The residuals are computed after estimating Beta using EGLS approach and Rho is estimated using the previous residuals.

Version: 2.1
Depends: lmtest
Imports: stats
Published: 2017-04-09
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_2.1.tar.gz
Windows binaries: r-devel: orcutt_2.1.zip, r-release: orcutt_2.1.zip, r-oldrel: orcutt_2.1.zip
OS X El Capitan binaries: r-release: orcutt_2.1.tgz
OS X Mavericks binaries: r-oldrel: orcutt_2.1.tgz
Old sources: orcutt archive

Reverse dependencies:

Reverse suggests: broom


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