OpenMx (version 2.3.1)

myAutoregressiveData: Example data with autoregressively related columns

Description

Data set used in some of OpenMx's examples.

Usage

data("myAutoregressiveData")

source

Simulated.

Details

The rows are independently and identically distributed, but the columns are and auto-correlation structure.

References

The OpenMx User's guide can be found at http://openmx.psyc.virginia.edu/documentation.

Examples

data(myAutoregressiveData)
round(cor(myAutoregressiveData), 2)
# note the sub-diagonal correlations (lag 1)
#  x1-x2, x2-x3, x3-x4, x4-x5
# and the second sub-diagonal correlations (lag 2)
#  x1-x3, x2-x4, x3-x5