Function implements the Durbin stage 1 fit
durbin1fit(y, x, arp, method, scores)the response variable in stage 1, not the original response variable
the model matrix in stage 1, not the original design matrix
the order of autoregressive errors.
the method to be used for fitting. If "OLS", uses the ordinary least square; If "RANK", uses the rank-based fit.
Default is Wilcoxon scores
McKnight, S. D., McKean, J. W., and Huitema, B. E. (2000). A double bootstrap method to analyze linear models with autoregressive error terms. Psychological methods, 5 (1), 87. Shaofeng Zhang (2017). Ph.D. Dissertation.