ACF.gls {nlme} | R Documentation |

This method function calculates the empirical autocorrelation function
for the residuals from a `gls`

fit. If a grouping variable is
specified in `form`

, the autocorrelation values
are calculated using pairs of residuals within the same group;
otherwise all possible residual pairs are used. The autocorrelation
function is useful for investigating serial correlation models for
equally spaced data.

## S3 method for class 'gls': ACF(object, maxLag, resType, form, na.action, ...)

`object` |
an object inheriting from class `gls` , representing
a generalized least squares fitted model. |

`maxLag` |
an optional integer giving the maximum lag for which the autocorrelation should be calculated. Defaults to maximum lag in the residuals. |

`resType` |
an optional character string specifying the type of
residuals to be used. If `"response"` , the "raw" residuals
(observed - fitted) are used; else, if `"pearson"` , the
standardized residuals (raw residuals divided by the corresponding
standard errors) are used; else, if `"normalized"` , the
normalized residuals (standardized residuals pre-multiplied by the
inverse square-root factor of the estimated error correlation
matrix) are used. Partial matching of arguments is used, so only the
first character needs to be provided. Defaults to `"pearson"` . |

`form` |
an optional one sided formula of the form `~ t` , or
`~ t | g` , specifying a time covariate `t` and, optionally, a
grouping factor `g` . The time covariate must be integer
valued. When a grouping factor is present in
`form` , the autocorrelations are calculated using residual pairs
within the same group. Defaults to `~ 1` , which corresponds to
using the order of the observations in the data as a covariate, and
no groups. |

`na.action` |
a function that indicates what should happen when the
data contain `NA` s. The default action (`na.fail` ) causes
`ACF.gls` to print an error message and terminate if there are any
incomplete observations. |

`...` |
some methods for this generic require additional arguments. |

a data frame with columns `lag`

and `ACF`

representing,
respectively, the lag between residuals within a pair and the corresponding
empirical autocorrelation. The returned value inherits from class
`ACF`

.

Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates bates@stat.wisc.edu

Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series Analysis: Forecasting and Control", 3rd Edition, Holden-Day.

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

fm1 <- gls(follicles ~ sin(2*pi*Time) + cos(2*pi*Time), Ovary) ACF(fm1, form = ~ 1 | Mare) # Pinheiro and Bates, p. 255-257 fm1Dial.gls <- gls(rate ~ (pressure+I(pressure^2)+I(pressure^3)+I(pressure^4))*QB, Dialyzer) fm2Dial.gls <- update(fm1Dial.gls, weights = varPower(form = ~ pressure)) ACF(fm2Dial.gls, form = ~ 1 | Subject)

[Package *nlme* version 3.1-80 Index]