CRAN

orcutt 2.3

Estimate Procedure in Case of First Order Autocorrelation

Released Sep 27, 2018 by Stefano Spada

This package is available for Renjin and there are no known compatibility issues.

Dependencies

lmtest 0.9-36

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.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>orcutt</artifactId>
    <version>2.3-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:orcutt')

Test Results

This package was last tested against Renjin 0.9.2692 on Oct 21, 2018.

Source

R

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Release History