Best package for time lags?
On Mon, 2010-05-10 at 15:22 -0400, Richard L. Boyce wrote:
I got great suggestions from Ben Bolker, which I'll pass on to others interested in time series. He mentioned Chatfield and Diggle as good references. The ccf() function in the stats package (one of the base R packages) and excellent place to start.
Also take a look at packages 'dyn' and 'dynlm', the latter providing a series of utilities amongst which preserve time series aspects of data analysed via lm(), an idea that the 'dyn' package extends to many other modelling functions/types. Both allow you add lag terms to model formulae. In addition to Chatfield and Diggle, both of which I have found very useful, I would add Cowpertwait and Metcalfe's new book in the useR series 'Introductory Time Series with R' http://www.springer.com/statistics/statistical+theory+and+methods/book/978-0-387-88697-8 [FYI, there is a 20% discount on that book via the R website: http://www.r-project.org/doc/bib/R-books.html#R:Cowpertwait+Metcalfe:2009 ] HTH G
Rick Boyce
Date: Wed, 5 May 2010 08:06:49 -0400 From: "Richard L. Boyce" <boycer at nku.edu> To: r-sig-ecology at r-project.org Subject: [R-sig-eco] Best package for time lags? Message-ID: <a06240800c8070e9fba81@[192.168.200.252]> Content-Type: text/plain; charset="us-ascii"; format=flowed Hi folks, I'm on my second year of a project involving tree and shrub transpiration in a wetland forest in Kentucky. Since it's a wetland forest, transpiration is rarely affected by water availability and is mostly driven by vapor pressure deficit (vpd). I've been regressing daily transpiration vs. vpd, and it's usually a good fit. However, I suspect their are some time lags, namely that transpiration may be responding to vpd not just from the current day but also previous days. I've done a quick pass through various R packages, and there are several that model time lags. Can anyone make some recommendations for a beginner? Thanks! -- ================================ Richard L. Boyce Associate Professor Department of Biological Sciences Northern Kentucky University Nunn Drive Highland Heights, KY 41099 USA 859-572-1407 (tel.) 859-572-5639 (fax) boycer at nku.edu http://www.nku.edu/~boycer/ ================================= "One of the advantages of being disorderly is that one is constantly making exciting discoveries." - A.A. Milne
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