This package is considered a duplicate. The official version of this package is found at:https://franzmohr.r-universe.dev/prais
Package: prais 1.1.3
Franz X. Mohr
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.
Authors:
prais_1.1.3.tar.gz
prais_1.1.3.tar.gz(r-4.5-noble)prais_1.1.3.tar.gz(r-4.4-noble)
prais_1.1.3.tgz(r-4.4-emscripten)prais_1.1.3.tgz(r-4.3-emscripten)
prais.pdf |prais.html✨
prais/json (API)
NEWS
| # Install 'prais' in R: |
| install.packages('prais', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/franzmohr/prais/issues
Datasets:
- barium - Barium
Last updated 2 days agofrom:e925ebd484. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 25 2024 |
| R-4.5-linux | OK | Nov 25 2024 |
Exports:prais_winsten
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Barium | barium |
| Prais-Winsten Estimator for AR(1) Serial Correlation | prais_winsten print.prais |
| Summarising the Prais-Winsten Estimator | print.summary.prais summary.prais |
| Semirobust Covariance Matrix Estimators | vcovHC.prais |
| Extract Panel-Corrected Variance Covariance Matrix | vcovPC.prais |
