OpenMx (version 2.21.13)

myAutoregressiveData: Example data with autoregressively related columns

Description

Data set used in some of OpenMx's examples.

Usage

data("myAutoregressiveData")

Format

A data frame with 100 observations on the following variables.

x1

x variable and time 1

x2

x variable and time 2

x3

x variable and time 3

x4

x variable and time 4

x5

x variable and time 5

Details

The rows are independently and identically distributed, but the columns are and auto-correlation structure.

References

The OpenMx User's guide can be found at https://openmx.ssri.psu.edu/documentation/.

Examples

data(myAutoregressiveData)
round(cor(myAutoregressiveData), 2)
# note the sub-diagonal correlations (lag 1)
#  x1-x2, x2-x3, x3-x4, x4-x5
# and the second sub-diagonal correlations (lag 2)
#  x1-x3, x2-x4, x3-x5