corARMA
class,
representing an autocorrelation-moving average correlation structure
of order (p, q). Objects created using this constructor must be
later initialized using the appropriate
initialize
method.
corARMA(value, form, p, q, fixed)
p + q
and all
elements between -1 and 1. Defaults to a vector of zeros,
corresponding to uncorrelated observations.
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.
ARMA
structure. Both default to 0.
FALSE
, in which case
the coefficients are allowed to vary.
corARMA
, representing an
autocorrelation-moving average correlation structure.
Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series Analysis: Forecasting and Control", 3rd Edition, Holden-Day.
## ARMA(1,2) structure, with observation order as a covariate and ## Mare as grouping factor cs1 <- corARMA(c(0.2, 0.3, -0.1), form = ~ 1 | Mare, p = 1, q = 2)