Package: orcutt 2.3

Stefano Spada

orcutt: Estimate Procedure in Case of First Order Autocorrelation

Solve first order autocorrelation problems using an iterative method. This procedure estimates both autocorrelation and beta coefficients recursively until we reach the convergence (8th decimal as default). The residuals are computed after estimating Beta using EGLS approach and Rho is estimated using the previous residuals.

Authors:Stefano Spada [aut, cre], Matteo Quartagno [ctb], Marco Tamburini [ctb], David Robinson [ctb]

orcutt_2.3.tar.gz
orcutt_2.3.tar.gz(r-4.5-noble)orcutt_2.3.tar.gz(r-4.4-noble)
orcutt_2.3.tgz(r-4.4-emscripten)orcutt_2.3.tgz(r-4.3-emscripten)
orcutt.pdf |orcutt.html
orcutt/json (API)

# Install 'orcutt' in R:
install.packages('orcutt', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

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This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.86 score 230 scripts 3.2k downloads 6 exports 3 dependencies

Last updated 6 years agofrom:33e7ab03e7. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 05 2024
R-4.5-linuxOKNov 05 2024

Exports:cochrane.orcuttpredict.orcuttprint.orcuttprint.summary.orcuttresidual.orcuttsummary.orcutt

Dependencies:latticelmtestzoo