\Header{corARMA}{ARMA(p,q) Correlation Structure}
\alias{coef.corARMA}{corARMA}
\keyword{models}{corARMA}
\begin{Description}\relax
This function is a constructor for the \code{corARMA} class,
representing an autocorrelation-moving average correlation structure
of order (p, q). Objects created using this constructor must later
be initialized using the appropriate \code{Initialize} method.
\end{Description}
\begin{Usage}
\begin{verbatim}
corARMA(value, form, p, q, fixed)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{value}] a vector with the values of the autoregressive and moving
average parameters, which must have length \code{p + q} and all
elements between -1 and 1. Defaults to a vector of zeros,
corresponding to uncorrelated observations.
\item[\code{form}] a one sided formula of the form \code{\textasciitilde{} t}, or \code{\textasciitilde{} t |
     g}, specifying a time covariate \code{t} and,  optionally, a
grouping factor \code{g}. A covariate for this correlation structure
must be integer valued. When a grouping factor is present in
\code{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
\code{\textasciitilde{} 1}, which corresponds to using the order of the observations
in the data as a covariate, and no groups.
\item[\code{p, q}] non-negative integers specifying respectively the
autoregressive order and the moving average order of the \code{ARMA}
structure. Both default to 0.
\item[\code{fixed}] an optional logical value indicating whether the
coefficients should be allowed to vary in the optimization, or kept
fixed at their initial value. Defaults to \code{FALSE}, in which case
the coefficients are allowed to vary.
\end{ldescription}
\end{Arguments}
\begin{Value}
an object of class \code{corARMA}, representing an
autocorrelation-moving average correlation structure.
\end{Value}
\begin{Author}\relax
Jose Pinheiro \email{Jose.Pinheiro@pharma.novartis.com} and Douglas Bates \email{bates@stat.wisc.edu}
\end{Author}
\begin{References}\relax
Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series
Analysis: Forecasting and Control", 3rd Edition, Holden-Day.
\end{References}
\begin{SeeAlso}\relax
\code{\Link{Initialize.corStruct}}
\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
## 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)
\end{ExampleCode}
\end{Examples}

