

   AARRMMAA((pp,,qq)) CCoorrrreellaattiioonn SSttrruuccttuurree

        corARMA(value, form, p, q)

   AArrgguummeennttss::

      value: a vector with the values of the autoregressive and
             moving average parameters, which must have length
             `p + q' and all elements between -1 and 1.
             Defaults to a vector of zeros, corresponding to
             uncorrelated observations.

       form: a one sided formula of the form `~ t', or code{~ 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 `form', 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 obser-
             vations in the data as a covariate, and no groups.

       p, q: non-negative integers specifying respectively the
             autoregressive order and the moving average order
             of the `ARMA' structure. Both default to 0.

   DDeessccrriippttiioonn::

        This function is a constructor for the `corARMA' class,
        representing an autocorrelation-moving average correla-
        tion structure of order (p, q). Objects created using
        this constructor need to be later initialized using the
        appropriate `initialize' method.

   VVaalluuee::

        an object of class `corARMA', representing an autocor-
        relation-moving average correlation structure.

   AAuutthhoorr((ss))::

        Jose Pinheiro and Douglas Bates

   RReeffeerreenncceess::

        Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994)
        "Time Series Analysis: Forecasting and Control", 3rd
        Edition, Holden-Day.

   SSeeee AAllssoo::

        `initialize.corStruct'

   EExxaammpplleess::

        library(lme)
        ## ARMA(1,2) structure, with observation order as a covariate and
        ## Mare as grouping factor
        cs1 <- corARMA(c(0.2, 0.3, -0.1), form = ~ 1 | Mare, p = 1, q = 2)

