Package: prais
Type: Package
Title: Prais-Winsten Estimation Procedure for AR(1) Serial Correlation
Version: 0.1.1
Date: 2015-03-18
Author: Franz Mohr
Maintainer: Franz Mohr <prais.r@outlook.com>
Description: 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.
Depends: base, stats
License: GPL-2
Packaged: 2015-03-19 23:04:23 UTC; franz
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-03-20 00:08:02
