corAR1 {nlme} | R Documentation |
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.
corAR1(value, form, fixed)
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 grouping factor is present in
form , the correlation structure is assumed to apply only
to observations within the same grouping level; observations with
different grouping levels are assumed to be uncorrelated. Defaults to
~ 1 , which corresponds to using the order of the observations
in the data as a covariate, and no groups. |
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. |
an object of class corAR1
, representing an autocorrelation
structure of order 1.
Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates bates@stat.wisc.edu
Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series Analysis: Forecasting and Control", 3rd Edition, Holden-Day.
## covariate is observation order and grouping factor is Mare cs1 <- corAR1(0.2, form = ~ 1 | Mare)