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: 1.1.2
Depends: R (≥ 3.2.0), sandwich, pcse
Imports: lmtest, stats
Published: 2021-11-01
Author: Franz X. Mohr [aut, cre]
Maintainer: Franz X. Mohr <prais.r at>
License: GPL-2
NeedsCompilation: no
Materials: NEWS
CRAN checks: prais results


Reference manual: prais.pdf


Package source: prais_1.1.2.tar.gz
Windows binaries: r-prerel:, r-release:, r-oldrel:
macOS binaries: r-prerel (arm64): prais_1.1.2.tgz, r-release (arm64): prais_1.1.2.tgz, r-oldrel (arm64): prais_1.1.2.tgz, r-prerel (x86_64): prais_1.1.2.tgz, r-release (x86_64): prais_1.1.2.tgz
Old sources: prais archive


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