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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.4 |
2026-04-09 windows/windows R-4.5 | prais_1.1.4.zip |
71.9 KiB |