nlme (version 3.1-78)

ACF.lme: Autocorrelation Function for lme Residuals

Description

This method function calculates the empirical autocorrelation function for the within-group residuals from an lme fit. The autocorrelation values are calculated using pairs of residuals within the innermost group level. The autocorrelation function is useful for investigating serial correlation models for equally spaced data.

Usage

## S3 method for class 'lme':
ACF(object, maxLag, resType, \dots)

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.

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

See Also

ACF.gls, plot.ACF

Examples

fm1 <- lme(follicles ~ sin(2*pi*Time) + cos(2*pi*Time),
           Ovary, random = ~ sin(2*pi*Time) | Mare)
ACF(fm1, maxLag = 11)

# Pinheiro and Bates, p240-241
fm1Over.lme <- lme(follicles  ~ sin(2*pi*Time) +
           cos(2*pi*Time), data=Ovary,
     random=pdDiag(~sin(2*pi*Time)) )
(ACF.fm1Over <- ACF(fm1Over.lme, maxLag=10))
plot(ACF.fm1Over, alpha=0.01)