corAR1
class,
representing an autocorrelation structure of order 1. Objects
created using this constructor must be later initialized using the
appropriate
initialize
method.
corAR1(value, form, fixed)
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.
FALSE
, in which case
the coefficient is allowed to vary.
corAR1
, representing an autocorrelation
structure of order 1.
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)