bloques2 function

bloques arma (1,1)

Build a block diagonal matrix with structure ARMA(1,1)

bloques2(s, r, g, t, n)

Arguments

• s: Numerical value indicating global standard deviation of the matrix
• r: Numerical value indicating the first parameter rho correlation of individuals
• g: Numerical value indicating the second parameter phi correlation of individuals
• t: Numerical value indicating number of times when observations are repeated
• n: Numerical value indicating number of individuals

Returns

A diagonal block matrix with structure ARMA(1,1)

Examples

bloques2(2,.5,.8,10,2)

References

Nuñez A. and Zimmerman D. 2001. Modelación de datos longitudinales con estructuras de covarianza no estacionarias: Modelo de coeficientes aleatorios frente a modelos alternativos. Questio. 2001. 25.