corAR1 {nlme} | R Documentation |

## 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 later be initialized using the
appropriate `Initialize`

method.

### Usage

corAR1(value, form, fixed)

### 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
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. |

### Value

an object of class `corAR1`

, representing an autocorrelation
structure of order 1.

### Author(s)

Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates bates@stat.wisc.edu

### 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

`Initialize.corStruct`

### Examples

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

[Package

*nlme* version 3.1-66

Index]