Grocer Function
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