This functions is a constructor for the cor.arma class, representing an autoregression-moving average correlation structure of order (p, q).
Usage
cor.arma(formula = ~1, p = 0, q = 0)
Arguments
formula
A one sided formula of the form ~ t, or ~ t | g, specifying a time covariate t and, optionally, a grouping factor g.
A covariate for this correlation structure must be integer valued. When a grouping factor is present in formula, the correla
p
A non-negative integer specifying the autoregressive order of the ARMA structure. Default is 0.
q
A non-negative integer specifying the moving average order of the ARMA structure. Default is 0.
Value
An object of class cor.arma, representing an autoregression-moving average correlation structure.