R: Time series type correlation and variance structures.

time_series_vs {asreml}

R Documentation

Time series type correlation and variance structures.

Description

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 2 (sar2), moving average models of order 1 and 2 (ma1, ma2) and the autoregressive-moving average model (arma). All of these are available as a correlation structure form, or as a homogeneous or heterogeneous form.

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.

Functions

asr_ar1(): Autoregressive model of order 1; correlation form.
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; correlation form.
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; correlation form.
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; correlation form.
asr_sarv(): Symmetric autoregressive model; homogeneous variance form.
asr_sarh(): Symmetric autoregressive model; heterogeneous variance form.
asr_sar2(): Constrained autoregressive model of order 3; correlation form.
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; correlation form.
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; correlation form.
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; correlation form.
asr_armav(): Autoregressive-moving average model; homogeneous variance form.
asr_armah(): Autoregressive-moving average model; heterogeneous variance form.

[Package asreml version 4.2.0.480 Index]