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:	1.1.4
Depends:	R (≥ 3.2.0), sandwich, pcse
Imports:	stats
Published:	2025-06-25
DOI:	10.32614/CRAN.package.prais
Author:	Franz X. Mohr [aut, cre]
Maintainer:	Franz X. Mohr <franz.x.mohr at outlook.com>
BugReports:	https://github.com/franzmohr/prais/issues
License:	GPL-2
URL:	https://github.com/franzmohr/prais
NeedsCompilation:	no
Materials:	NEWS
CRAN checks:	prais results

Documentation:

Reference manual:

prais.html , prais.pdf

Downloads:

Package source:	prais_1.1.4.tar.gz
Windows binaries:	r-devel: prais_1.1.4.zip, r-release: prais_1.1.4.zip, r-oldrel: prais_1.1.4.zip
macOS binaries:	r-release (arm64): prais_1.1.4.tgz, r-oldrel (arm64): prais_1.1.4.tgz, r-release (x86_64): prais_1.1.4.tgz, r-oldrel (x86_64): prais_1.1.4.tgz
Old sources:	prais archive

Linking:

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