R: Example data with autoregressively related columns

myAutoregressiveData {OpenMx} | R Documentation

## 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.

### Source

Simulated.

### References

The OpenMx User's guide can be found at http://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

[Package OpenMx version 2.18.1 Index]