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 be later initialized using the appropriate initialize method.

USAGE:

corAR1(value, form, fixed) 

OPTIONAL 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 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 coefficient should be allowed to vary in the optimization, or kept fixed at its initial value. Defaults to FALSE, in which case the coefficient is 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:

EXAMPLES:

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