prais
cranv1.1.4Prais-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
License GPL-2strong copyleft0 versions1 maintainers3 deps240 weekly dl
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curl https://depscope.dev/api/check/cran/praisFirst published · 2025-06-25 20:53:27
Last updated · 2025-06-25T19:50:02+00:00