Grocer Function

NAME

ar1_grad - gradient for ols model with AR1 errors

CALLING SEQUENCE

[grad]=ar1_grad(param,y,x)

PARAMETERS

Input

Output

DESCRIPTION

Evaluates minus the gradient of the log-likelihood for ols model with AR1 errors. Param(1,1) contains rho parameter.

EXAMPLE

g=ar1_grad(parm,grocer_y,grocer_x)

This example is taken from olsar1.

AUTHOR

Eric Dubois 2002