% File nlme/man/ACF.lme.Rd % Part of the nlme package for R % Distributed under GPL 2 or later: see nlme/LICENCE.note \name{ACF.lme} \title{Autocorrelation Function for lme Residuals} \usage{ \method{ACF}{lme}(object, maxLag, resType, \dots) } \alias{ACF.lme} \arguments{ \item{object}{an object inheriting from class \code{"\link{lme}"}, representing a fitted linear mixed-effects model.} \item{maxLag}{an optional integer giving the maximum lag for which the autocorrelation should be calculated. Defaults to maximum lag in the within-group residuals.} \item{resType}{an optional character string specifying the type of residuals to be used. If \code{"response"}, the "raw" residuals (observed - fitted) are used; else, if \code{"pearson"}, the standardized residuals (raw residuals divided by the corresponding standard errors) are used; else, if \code{"normalized"}, the normalized residuals (standardized residuals pre-multiplied by the inverse square-root factor of the estimated error correlation matrix) are used. Partial matching of arguments is used, so only the first character needs to be provided. Defaults to \code{"pearson"}.} \item{\dots}{some methods for this generic require additional arguments -- not used.} } \description{ This method function calculates the empirical autocorrelation function for the within-group residuals from an \code{lme} fit. The autocorrelation values are calculated using pairs of residuals within the innermost group level. The autocorrelation function is useful for investigating serial correlation models for equally spaced data. } \value{ a data frame with columns \code{lag} and \code{ACF} representing, respectively, the lag between residuals within a pair and the corresponding empirical autocorrelation. The returned value inherits from class \code{ACF}. } \references{ Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series Analysis: Forecasting and Control", 3rd Edition, Holden-Day. Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer. } \author{José Pinheiro and Douglas Bates \email{bates@stat.wisc.edu}} \seealso{\code{\link{ACF.gls}}, \code{\link{plot.ACF}}} \examples{ fm1 <- lme(follicles ~ sin(2*pi*Time) + cos(2*pi*Time), Ovary, random = ~ sin(2*pi*Time) | Mare) ACF(fm1, maxLag = 11) # Pinheiro and Bates, p240-241 fm1Over.lme <- lme(follicles ~ sin(2*pi*Time) + cos(2*pi*Time), data=Ovary, random=pdDiag(~sin(2*pi*Time)) ) (ACF.fm1Over <- ACF(fm1Over.lme, maxLag=10)) plot(ACF.fm1Over, alpha=0.01) } \keyword{models}