Hello, my name is Yasmine.
I am calculating the spatiotemporal canonical correlation for the relationship between precipitation and sea surface temperature. First, I need to estimate EOF for my predictors and predictand datasets separately using spacetime package. Then the obtained PC time series will be used in canonical correlation using CCA package. I would like to know if this is the correct way to follow in estimating spatiotemporal canonical correlation like what is included in Noel Cressie and Christopher K. Wikle of ?Statistics for Spatio-Temporal Data? (2011) book.
Thanks,
Yasmine