.\" -*- nroff -*- generated from .Rd format
.BG
.FN corAR1
.TL
AR(1) Correlation Structure
.DN
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.
.CS
corAR1(value, form, fixed)
.OA
.AG value
the value of the lag 1 autocorrelation, which must be
between -1 and 1. Defaults to 0 (no autocorrelation).
.AG 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.
.AG 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.
.RT
an object of class `corAR1', representing an autocorrelation
structure of order 1.
.SH REFERENCES
Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series
Analysis: Forecasting and Control", 3rd Edition, Holden-Day.
.SA
`initialize.corStruct'
.EX
## covariate is observation order and grouping factor is Mare
cs1 <- corAR1(0.2, form = ~ 1 | Mare)
.KW models
.WR
