nlme (version 3.1-1)

corAR1: AR(1) Correlation Structure

Description

This function is a constructor for the corAR1 class, representing an autocorrelation structure of order 1. Objects created using this constructor must later be initialized using the appropriate initialize method.

Usage

corAR1(value, form, fixed)

Arguments

value

the value of the lag 1 autocorrelation, which must be between -1 and 1. Defaults to 0 (no autocorrelation).

form

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

fixed

an optional logical value indicating whether the coefficients should be allowed to vary in the optimization, or kept fixed at their initial value. Defaults to FALSE, in which case the coefficients are allowed to vary.

Value

• an object of class corAR1, representing an autocorrelation structure of order 1.

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

initialize.corStruct

Examples

## covariate is observation order and grouping factor is Mare
cs1 <- corAR1(0.2, form = ~ 1 | Mare)