.\" -*- nroff -*- generated from .Rd format
.BG
.FN corARMA
.TL
ARMA(p,q) Correlation Structure
.DN
This function is a constructor for the `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.
.CS
corARMA(value, form, p, q, fixed)
.OA
.AG value
a vector with the values of the autoregressive and moving
average parameters, which must have length `p + q' and all
elements between -1 and 1. Defaults to a vector of zeros,
corresponding to uncorrelated observations.
.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 p, q
non-negative integers specifying respectively the
autoregressive order and the moving average order of the `ARMA'
structure. Both default to 0.
.AG 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.
.RT
an object of class `corARMA', representing an
autocorrelation-moving average correlation structure.
.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
## 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)
.KW models
.WR
