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


[Package asreml version 4.1.0.106 Index]