Grocer Function

NAME

ar1_like - log-likelihood for ols model with AR1 errors

CALLING SEQUENCE

[mlike]=ar1_like(,y,x)

PARAMETERS

Input

Output

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