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orcutt  

Estimate Procedure in Case of First Order Autocorrelation
View on CRAN: Click here


Download and install orcutt package within the R console
Install from CRAN:
install.packages("orcutt")

Install from Github:
library("remotes")
install_github("cran/orcutt")

Install by package version:
library("remotes")
install_version("orcutt", "2.3")



Attach the package and use:
library("orcutt")
Maintained by
Stefano Spada
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-09-15
Latest Update: 2018-09-27
Description:
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.
How to cite:
Stefano Spada (2012). orcutt: Estimate Procedure in Case of First Order Autocorrelation. R package version 2.3, https://cran.r-project.org/web/packages/orcutt. Accessed 22 Dec. 2024.
Previous versions and publish date:
1.0 (2012-09-15 15:24), 1.1 (2012-10-15 07:53), 2.0 (2017-01-28 17:31), 2.1 (2017-04-10 00:13), 2.2 (2017-10-23 21:46), 2.3 (2018-09-28 00:40)
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