This function is deprecated. Please see ar for the new syntax.
This function is a constructor for the cor_arma class,
allowing for autoregression terms only.
cor_ar(formula = ~1, p = 1, cov = FALSE)An object of class cor_arma containing solely autoregression terms.
A one sided formula of the form ~ t, or ~ t | g,
specifying a time covariate t and, optionally, a grouping factor
g. A covariate for this correlation structure must be integer
valued. When a grouping factor is present in formula, the
correlation structure is assumed to apply only to observations within the
same grouping level; observations with different grouping levels are
assumed to be uncorrelated. Defaults to ~ 1, which corresponds to
using the order of the observations in the data as a covariate, and no
groups.
A non-negative integer specifying the autoregressive (AR) order of the ARMA structure. Default is 1.
A flag indicating whether ARMA effects should be estimated by
means of residual covariance matrices. This is currently only possible for
stationary ARMA effects of order 1. If the model family does not have
natural residuals, latent residuals are added automatically. If
FALSE (the default) a regression formulation is used that is
considerably faster and allows for ARMA effects of order higher than 1 but
is only available for gaussian models and some of its
generalizations.
AR refers to autoregressive effects of residuals, which is what is typically understood as autoregressive effects. However, one may also model autoregressive effects of the response variable, which is called ARR in brms.
cor_arma