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

The Prais-Winsten estimation procedure takes into account serial correlation of type AR(1) in a linear model. The procedure is an iterative method that recursively estimates the beta coefficients and the error autocorrelation of the specified model until convergence of rho, i.e. the AR(1) coefficient, is attained. All estimates are obtained by OLS.

Version: 0.1.1
Depends: base, stats
Published: 2015-03-20
Author: Franz Mohr
Maintainer: Franz Mohr <prais.r at>
License: GPL-2
NeedsCompilation: no
CRAN checks: prais results


Reference manual: prais.pdf
Package source: prais_0.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: prais_0.1.1.tgz, r-oldrel: prais_0.1.1.tgz

Reverse dependencies:

Reverse suggests: wooldridge


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