Function implements the Durbin stage 1 fit
durbin2fit(yc, xc, adjphi, method, scores)a transformed reponse variable
a transformed design matrix
the Durbin stage 1 estimate(s) of the autoregressive parameters rho
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
the estimates of regression coefficients
the estimate of standard deviation of the white noise
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.