Fitting Univariate Censored Linear Regression Model with Autoregressive Errors
Censored linear regression model with autoregressive errors
Censored autoregressive regression model with Student-t innovations
Cloud ceiling height
Influence diagnostic in censored linear regression model with autoregr...
Phosphorus concentration data
Plot influence diagnostic measures
Plot an ARpCRM or ARtpCRM object
Show diagnostic residual plots
Forecast for Autoregressive censored models with Normal and Student-t ...
Print an ARpCRM or ARtpCRM object
Generating censored autoregressive data
Extract model residuals from ARpCRM or ARtpCRM objects
Summary of an ARpCRM or ARtpCRM object
It fits a univariate left, right, or interval censored linear regression model with autoregressive errors, considering the normal or the Student-t distribution for the innovations. It provides estimates and standard errors of the parameters, predicts future observations, and supports missing values on the dependent variable. References used for this package: Schumacher, F. L., Lachos, V. H., & Dey, D. K. (2017). Censored regression models with autoregressive errors: A likelihood-based perspective. Canadian Journal of Statistics, 45(4), 375-392 <doi:10.1002/cjs.11338>. Schumacher, F. L., Lachos, V. H., Vilca-Labra, F. E., & Castro, L. M. (2018). Influence diagnostics for censored regression models with autoregressive errors. Australian & New Zealand Journal of Statistics, 60(2), 209-229 <doi:10.1111/anzs.12229>. Valeriano, K. A., Schumacher, F. L., Galarza, C. E., & Matos, L. A. (2021). Censored autoregressive regression models with Student-t innovations. arXiv preprint <arXiv:2110.00224>.