Thanks Ben, as I answer to Alain Zuur, I will try providing a starting
value for Phi (different from the default value 0).
I just need a way to decide what kind of value would be useful, i.e. as in
viewing a plot of correlation vs time.
My problem is that my data are taken at an irregular time step (Argos data).

Arnaud


Message: 3
> Date: Wed, 7 Nov 2012 14:26:35 +0000 (UTC)
> From: Ben Bolker <bbolker@gmail.com>
> To: r-sig-mixed-models@r-project.org
> Subject: Re: [R-sig-ME] corARMA in lme
> Message-ID: <loom.20121107T151538-495@post.gmane.org>
> Content-Type: text/plain; charset=us-ascii
>
> Arnaud Mosnier <a.mosnier@...> writes:
>
> >
> > Dear mixed-models useRs,
> >
> > I made a mixed model of the form
> >
> > lme(Distance ~ season, random = ~1|yearTagged/tag, correlation =
> > corAR1(form= ~Time|yearTagged/tag), data = dat)
> >
> > or
> >
> > lme(Distance ~ season, random = ~1|yearTagged/tag, correlation =
> > corARMA(form= ~Time|yearTagged/tag, p=1, q=1), data = dat)
> >
> > In the AR1 model, the Phi value obtained for the corAR1 structure is 0.
> > In the ARMA(1,1) model, both Phi1 and Theta1 are equal to 0.
> >
> > I find this strange. I believed first that it was caused by the fact that
> > yearTagegd and tag variables were not considered as factor, but it did
> not
> > change anything if I convert them to factor.
> > The temporal autocorrelation is not obvious in the residuals of the model
> > without a temporal structure included (i.e. without corAR1 or corARMA),
> but
> > can I conclude that there is not correlation based on Phi value ?
>
>   A value of exactly zero does seem a little odd.  I don't have an
> immediate answer, but in your position I would (1) try specifying
> starting values (i.e., test whether lme simply got stuck immediately:
> I suspect that 0 is the default starting value); (2) see about turning
> on 'verbose' or 'trace' flags; (3) simulate some data with an
> appropriate structure that does contain an AR term and see whether you
> can recover it with this model fitting approach ...
>
>
>
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