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.

Version:	2.3
Depends:	lmtest
Imports:	stats
Published:	2018-09-27
Author:	Stefano Spada [aut, cre], Matteo Quartagno [ctb], Marco Tamburini [ctb], David Robinson [ctb]
Maintainer:	Stefano Spada <lostefanospada at gmail.com>
License:	GPL-2
NeedsCompilation:	no
Citation:	orcutt citation info
CRAN checks:	orcutt results

Documentation:

Reference manual:

orcutt.pdf

Downloads:

Package source:	orcutt_2.3.tar.gz
Windows binaries:	r-devel: orcutt_2.3.zip, r-release: orcutt_2.3.zip, r-oldrel: orcutt_2.3.zip
macOS binaries:	r-release (arm64): orcutt_2.3.tgz, r-oldrel (arm64): orcutt_2.3.tgz, r-release (x86_64): orcutt_2.3.tgz, r-oldrel (x86_64): orcutt_2.3.tgz
Old sources:	orcutt archive

Reverse dependencies:

Reverse suggests:

broom

Linking:

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