corAR1 {nlme}R Documentation

AR(1) Correlation Structure


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 and Douglas Bates


Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series Analysis: Forecasting and Control", 3rd Edition, Holden-Day.

See Also



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

[Package nlme version 3.1-57 Index]