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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: 1.1.3
Depends: R (≥ 3.2.0), sandwich, pcse
Imports: stats
Published: 2024-11-25
DOI: 10.32614/CRAN.package.prais
Author: Franz X. Mohr ORCID iD [aut, cre]
Maintainer: Franz X. Mohr <franz.x.mohr at outlook.com>
BugReports: https://github.com/franzmohr/prais/issues
License: GPL-2
URL: https://github.com/franzmohr/prais
NeedsCompilation: no
Materials: NEWS
CRAN checks: prais results

Documentation:

Reference manual: prais.pdf

Downloads:

Package source: prais_1.1.3.tar.gz
Windows binaries: r-devel: prais_1.1.3.zip, r-release: prais_1.1.3.zip, r-oldrel: prais_1.1.3.zip
macOS binaries: r-release (arm64): prais_1.1.3.tgz, r-oldrel (arm64): prais_1.1.3.tgz, r-release (x86_64): prais_1.1.3.tgz, r-oldrel (x86_64): prais_1.1.3.tgz
Old sources: prais archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.