nlme (version 3.1-31)

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)

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)