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Autocorrelation in a GAMM for nightly time series

Andrew Digby <andrewdigby at ...> writes:
[snip]
I think you can use corCAR1, which is intended for continuous-time
models, but it's limited -- it does only exponential correlations
in time (analogous to corAR1). 

  If you have enough data/computational power, you might try 
a 2D spline (tensor product? I don't quite remember) to allow
for a gradually changing nocturnal time pattern over the course
of the year (i.e something like s(timeofnight,dayofyear)) --
not entirely clear to me why you're fitting s(month) rather than
s(dayofyear), unless you only have one observation per month?

In general my experience is that when I find myself fitting
high-order ARMA models (i.e. more than a couple of lags in total),
it's because there's some systematic pattern that I failed to
capture in the fixed-effects part of the model. Your mileage may
of course vary.

  Ben Bolker