Hi all, I am trying to fit a Generalized Additive Model (GAM) with mgcv package aiming to identify changes on time series just like Gavin Simpson did ( http://www.fromthebottomoftheheap.net/2014/05/15/identifying-periods-of-change-with-gams/ ). However, depending on value of degree of freedom (K) chosen , the result change considerably. I run the following code to fit the GAM fit <- gamm(Mydata ~ s(Age, k =25), correlation = corARMA(form = ~ Age, p = 1)) The package documentation provides some support in "choose K" section by exploring p-value and k-index (gam.check function), however, I have gotten no p-value and K-index either. Could anyone help me to find the best degree of freedom? Thank you in advance for any support. Jackson Rodrigues
Jackson M. Rodrigues Department of Palynology and Climate Dynamics Albrecht-von-Haller-Institute for Plant Sciences Georg-August-University G?ttingen Untere Karspuele 2 37073 G?ttingen/Germany Tel.: 0049 (0) 176 8186 4994 [[alternative HTML version deleted]]