Package: orcutt 2.3
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.
Authors:
orcutt_2.3.tar.gz
orcutt_2.3.zip(r-4.5)orcutt_2.3.zip(r-4.4)orcutt_2.3.zip(r-4.3)
orcutt_2.3.tgz(r-4.4-any)orcutt_2.3.tgz(r-4.3-any)
orcutt_2.3.tar.gz(r-4.5-noble)orcutt_2.3.tar.gz(r-4.4-noble)
orcutt_2.3.tgz(r-4.4-emscripten)orcutt_2.3.tgz(r-4.3-emscripten)
orcutt.pdf |orcutt.html✨
orcutt/json (API)
| # Install 'orcutt' in R: |
| install.packages('orcutt', repos = c('https://stefanospada88.r-universe.dev', 'https://cloud.r-project.org')) |
- icecream - Ice Cream Consumption
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 6 years agofrom:33e7ab03e7. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 06 2024 |
| R-4.5-win | OK | Nov 06 2024 |
| R-4.5-linux | OK | Nov 06 2024 |
| R-4.4-win | OK | Nov 06 2024 |
| R-4.4-mac | OK | Nov 06 2024 |
| R-4.3-win | OK | Nov 06 2024 |
| R-4.3-mac | OK | Nov 06 2024 |
Exports:cochrane.orcuttpredict.orcuttprint.orcuttprint.summary.orcuttresidual.orcuttsummary.orcutt
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Estimate Procedure in Case of First Order Autocorrelation | orcutt-package orcutt |
| Cochrane-Orcutt Estimation | cochrane.orcutt |
| Ice Cream Consumption | icecream |
| Predict method for Cochrane-Orcutt Estimation | predict.orcutt |
| Print Cochrane-Orcutt Estimation | print.orcutt |
| Summarizing Cochrane-Orcutt Fits | print.summary.orcutt |
| Accessing Cochrane-Orcutt Fits | residual.orcutt |
| Summarizing Cochrane-Orcutt Fits | summary.orcutt |
