R: Autocorrelation structures

autocor-terms {brms} | R Documentation

## Autocorrelation structures

### Description

Specify autocorrelation terms in brms models. Currently supported terms are `arma`, `ar`, `ma`, `cosy`, `sar`, `car`, and `fcor`. Terms can be directly specified within the formula, or passed to the `autocor` argument of `brmsformula` in the form of a one-sided formula. For deprecated ways of specifying autocorrelation terms, see `cor_brms`.

### Details

The autocor term functions are almost solely useful when called in formulas passed to the brms package. They do not evaluate its arguments – but exist purely to help set up a model with autocorrelation terms.

### See Also

`brmsformula`, `acformula`, `arma`, `ar`, `ma`, `cosy`, `sar`, `car`, `fcor`

### Examples

    # specify autocor terms within the formula
    y ~ x + arma(p = 1, q = 1) + car(M)

    # specify autocor terms in the 'autocor' argument
    bf(y ~ x, autocor = ~ arma(p = 1, q = 1) + car(M))

    # specify autocor terms via 'acformula'
    bf(y ~ x) + acformula(~ arma(p = 1, q = 1) + car(M))

[Package brms version 2.16.3 Index]