timeSeries {asreml} | R Documentation |
Time series type correlation and variance models.
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)
obj |
A factor in |
init |
A vector of initial values (correlation parameters followed by
variance parameters) with an optional |
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
).
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.