Functions provides the tranformed reponse variable and model matrix for Durbin stage 1 fit. For details of the transformation, see the reference.
durbin1xy(y, x, arp)the orginal response variable
the orginal design matrix with first column of all one's (corresponding to the intercept)
the order of autoregressive errors.
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.