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 |
rolling linux/jammy R-4.5 | prais_1.1.4.tar.gz |
68.7 KiB |
1.1.4 |
rolling linux/noble R-4.5 | prais_1.1.4.tar.gz |
68.6 KiB |
1.1.4 |
rolling source/ R- | prais_1.1.4.tar.gz |
20.4 KiB |
1.1.4 |
latest linux/jammy R-4.5 | prais_1.1.4.tar.gz |
68.7 KiB |
1.1.4 |
latest linux/noble R-4.5 | prais_1.1.4.tar.gz |
68.6 KiB |
1.1.4 |
latest source/ R- | prais_1.1.4.tar.gz |
20.4 KiB |
1.1.4 |
2026-04-26 source/ R- | prais_1.1.4.tar.gz |
20.4 KiB |
1.1.4 |
2026-04-23 source/ R- | prais_1.1.4.tar.gz |
20.4 KiB |
1.1.4 |
2026-04-09 windows/windows R-4.5 | prais_1.1.4.zip |
71.9 KiB |
1.1.3 |
2025-04-20 source/ R- | prais_1.1.3.tar.gz |
25.5 KiB |