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prais  

Prais-Winsten Estimator for AR(1) Serial Correlation
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("prais", "1.1.4")



Attach the package and use:
library("prais")
Maintained by
Franz X. Mohr
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-03-20
Latest Update: 2025-06-25
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.
How to cite:
Franz X. Mohr (2015). prais: Prais-Winsten Estimator for AR(1) Serial Correlation. R package version 1.1.4, https://cran.r-project.org/web/packages/prais. Accessed 16 Jul. 2026.
Previous versions and publish date:
(2026-07-09 06:43), 0.1.1 (2015-03-20 00:08), 1.0.0 (2018-10-08 12:30), 1.1.0 (2019-01-05 21:00), 1.1.1 (2019-03-10 11:20), 1.1.2 (2021-11-01 16:50), 1.1.3 (2024-11-25 12:40)
Other packages that cited prais R package
View prais citation profile
Other R packages that prais depends, imports, suggests or enhances
Complete documentation for prais
Functions, R codes and Examples using the prais R package
Some associated functions: prais_winsten . summary.prais . vcovHC.prais . vcovPC.prais . 
Some associated R codes: prais_winsten.R . print.prais.R . print.summary.prais.R . pw_transform.R . summary.prais.R . vcovHC.R . vcovPC.R . zzz.R .  Full prais package functions and examples
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