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]