prais-package {prais} | R Documentation |
prais: Prais-Winsten Estimator for AR(1) Serial Correlation
Description
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.
Author(s)
Maintainer: Franz X. Mohr franz.x.mohr@outlook.com (ORCID)
See Also
Useful links:
[Package prais version 1.1.4 Index]