Encoding: UTF-8
Package: prais
Type: Package
Title: Prais-Winsten Estimator for AR(1) Serial Correlation
Version: 1.1.2
Authors@R: person("Franz X.", "Mohr", email = "prais.r@outlook.com", role = c("aut","cre"))
Description: 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.
License: GPL-2
Depends: R (>= 3.2.0), sandwich, pcse
Imports: lmtest, stats
RoxygenNote: 7.1.2
URL: https://github.com/franzmohr/prais
BugReports: https://github.com/franzmohr/prais/issues
Collate: 'prais_winsten.R' 'print.prais.R' 'summary.prais.R'
        'print.summary.prais.R' 'pw_transform.R' 'vcovHC.R' 'vcovPC.R'
        'zzz.R'
NeedsCompilation: no
Packaged: 2021-11-01 14:50:16 UTC; franz
Author: Franz X. Mohr [aut, cre]
Maintainer: Franz X. Mohr <prais.r@outlook.com>
Repository: CRAN
Date/Publication: 2021-11-01 15:50:02 UTC
Built: R 4.0.2; ; 2021-11-02 10:25:13 UTC; unix
