Name

ar1_like — log-likelihood for ols model with AR1 errors

CALLING SEQUENCE

[mlike]=ar1_like(,y,x)

PARAMETERS

Input

• param = parameter vector (k x 1)

• y = dependent variable vector (n x 1)

• x = explanatory variables matrix (n x m)

Output

• mlike = a scalar equal to -log(likelihood)

DESCRIPTION

Evaluates ols model with AR1 errors (minus) log-likelihood.

EXAMPLE

f=ar1_like(parm,grocer_y,grocer_x)
 
This example is taken from olsar1. 

               

AUTHOR

Eric Dubois 2002