orcutt
Estimate Procedure in Case of First Order Autocorrelation
Solve first order autocorrelation problems using an iterative method. This procedure estimates both autocorrelation and beta coefficients recursively until we reach the convergence (8th decimal as default). The residuals are computed after estimating Beta using EGLS approach and Rho is estimated using the previous residuals.
- Version2.3
- R versionunknown
- LicenseGPL-2
- Needs compilation?No
- Last release09/27/2018
Team
Stefano Spada
Matteo Quartagno
Show author detailsRolesContributorMarco Tamburini
Show author detailsRolesContributorDavid Robinson
Show author detailsRolesContributor
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