orcutt

Package: orcutt
Type: Package
Title: Estimate procedure in case of first order autocorrelation
Version: 1.1
Date: 2012-09-11
Author: Stefano Spada, Matteo Quartagno, Marco Tamburini
Maintainer: Spada Stefano <lostefanospada@gmail.com>
Description: This package has been implemented to 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). The
residuals are computed after estimating Beta using EGLS
approach and Rho is estimated using the previous residuals.
License: GPL-2
Packaged: 2012-10-14 18:26:44 UTC; io
Repository: CRAN
Date/Publication: 2012-10-15 05:53:08

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'orcutt' ...
** package 'orcutt' successfully unpacked and MD5 sums checked
** R
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'orcutt'
    finding HTML links ... done
    cochrane.orcutt                         html  
    orcutt-package                          html  
** building package indices
** testing if installed package can be loaded
* DONE (orcutt)
Making 'packages.html' ... done