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OpenMx (version 2.7.9)

myAutoregressiveData:

Description

Data set used in some of OpenMx's examples.

Usage

data("myAutoregressiveData")

Arguments

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 http://openmx.ssri.psu.edu/documentation.

Examples

Run this code
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

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