Form the correlation matrix of order order whose
correlations follow the ma1 pattern. The matrix is banded and
has diagonal elements equal to one and subdiagonal element equal to -MAparameter / (1 + MAparameter*MAparameter).
Usage
mat.ma1(MAparameter, order)
Value
A banded correlation matrix whose elements follow an ma1 pattern.
Arguments
MAparameter
The moving average parameter, being the weight applied to the lag 1 random
pertubation.