prais

Last update 18 September 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.1.2, PACKAGES.rds, 0.1.1, 1.0.0, 1.1.0, 1.1.1, 1.1.3, 1.1.4, 1.2.0

Official website https://cran.r-project.org/web/packages/prais/index.html

Source code repository https://github.com/cran/prais

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.

This page was built for software: prais