nlme (version 3.1-31)

ACF.gls: Autocorrelation Function for gls Residuals

Description

This method function calculates the empirical autocorrelation function for the residuals from an gls fit. If a grouping variable is specified in form, the autocorrelation values are calculated using pairs of residuals within the same group; otherwise all possible residual pairs are used. The autocorrelation function is useful for investigating serial correlation models for equally spaced data.

Usage

## S3 method for class 'gls':
ACF(object, maxLag, resType, form, na.action, ...)

Value

a data frame with columns lag and ACF representing, respectively, the lag between residuals within a pair and the corresponding empirical autocorrelation. The returned value inherits from class ACF.

References

Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series Analysis: Forecasting and Control", 3rd Edition, Holden-Day.

See Also

ACF.gls, plot.ACF

Examples

data(Ovary)
fm1 <- gls(follicles ~ sin(2*pi*Time) + cos(2*pi*Time), Ovary)
ACF(fm1, form = ~ 1 | Mare)