timeSeries {asreml} | R Documentation

## Time series type variance models.

### Description

Time series type correlation and variance models.

### Usage

    ar1(obj, init=NA)

    ar1v(obj, init=NA)

    ar1h(obj, init=NA)

    ar2(obj, init=NA)

    ar2v(obj, init=NA)

    ar2h(obj, init=NA)

    ar3(obj, init=NA)

    ar3v(obj, init=NA)

    ar3h(obj, init=NA)

    sar(obj, init=NA)

    sarv(obj, init=NA)

    sarh(obj, init=NA)

    sar2(obj, init=NA)

    sar2v(obj, init=NA)

    sar2h(obj, init=NA)

    ma1(obj, init=NA)

    ma1v(obj, init=NA)

    ma1h(obj, init=NA)

    ma2(obj, init=NA)

    ma2v(obj, init=NA)

    ma2h(obj, init=NA)

    arma(obj, init=NA)

    armav(obj, init=NA)

    armah(obj, init=NA)

### Arguments

`obj` | A factor in `data`.
`init` | A vector of initial values (correlation parameters followed by variance parameters) with an optional `names` attribute from the set {P, U, F} specifying the boundary constraint as positive, unconstrained or fixed, respectively.

### Details

The class of time series type models includes autoregressive models of order 1, 2 and 3 (`ar1`, `ar2` and `ar3`), symmetric autoregressive (`sar`), constrained autoregressive order 3 (`sar2`), moving average models of order 1 and 2 (`ma1`, `ma2`) and the autoregressive-moving average model (`arma`).

### Functions

- `asr_ar1v`: Autoregressive model of order 1; homogeneous variance form.

- `asr_ar1h`: Autoregressive model of order 1; heterogeneous variance form.

- `asr_ar2`: Autoregressive model of order 2.

- `asr_ar2v`: Autoregressive model of order 2; homogeneous variance form.

- `asr_ar2h`: Autoregressive model of order 2; heterogeneous variance form.

- `asr_ar3`: Autoregressive model of order 3.

- `asr_ar3v`: Autoregressive model of order 3; homogeneous variance form.

- `asr_ar3h`: Autoregressive model of order 3; heterogeneous variance form.

- `asr_sar`: Symmetric autoregressive model.

- `asr_sarv`: Symmetric autoregressive model; homogeneous variance form.

- `asr_sarh`: Symmetric autoregressive model; heterogeneous variance form.

- `asr_sar2`: Constrained autoregressive model of order 3.

- `asr_sar2v`: Constrained autoregressive model of order 3; homogeneous variance form.

- `asr_sar2h`: Constrained autoregressive model of order 3; heterogeneous variance form.

- `asr_ma1`: Moving average model of order 1.

- `asr_ma1v`: Moving average model of order 1; homogeneous variance form.

- `asr_ma1h`: Moving average model of order 1; heterogeneous variance form.

- `asr_ma2`: Moving average model of order 2.

- `asr_ma2v`: Moving average model of order 2; homogeneous variance form.

- `asr_ma2h`: Moving average model of order 2; heterogeneous variance form.

- `asr_arma`: Autoregressive-moving average model.

- `asr_armav`: Autoregressive-moving average model; homogeneous variance form.

- `asr_armah`: Autoregressive-moving average model; heterogeneous variance form.

[Package asreml version 4.1.0.176 Index]