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: 1.1.1
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>
License: GPL-2
NeedsCompilation: no
Materials: NEWS
CRAN checks: prais results


Reference manual: prais.pdf
Package source: prais_1.1.1.tar.gz
Windows binaries: r-devel:, r-devel-gcc8:, r-release:, r-oldrel:
OS X binaries: r-release: prais_1.1.1.tgz, r-oldrel: prais_1.1.1.tgz
Old sources: prais archive

Reverse dependencies:

Reverse suggests: wooldridge


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