ACF.lme: Autocorrelation Function for lme Residuals
Description
This method function calculates the empirical autocorrelation function
for the within-group residuals from an lme fit. The
autocorrelation values are calculated using pairs of residuals within
the innermost group level. The autocorrelation function is useful for
investigating serial correlation models for equally spaced data.
Usage
## S3 method for class 'lme':
ACF(object, maxLag, resType, \dots)
Arguments
object
an object inheriting from class lme, representing
a fitted linear mixed-effects model.
maxLag
an optional integer giving the maximum lag for which the
autocorrelation should be calculated. Defaults to maximum lag in the
within-group 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 c
...
some methods for this generic require additional
arguments -- not used.
Value
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.
References
Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series
Analysis: Forecasting and Control", 3rd Edition, Holden-Day.