[R] time-series

[antonio rodriguez]

Hi Eduardo,

Probably a good idea is to do a multivariate analysis through spectral
analysis. With function spectrum you can look for coherence and phase
between several time series. In your case with different lengths, you can
use the option: na.action=na.omit

>rainfall5<-spectrum(ts.union(s1,s2,s3,s4,s5),method="pgram",kernell("daniel
l",m=c(3,5,7)),taper=0.1,na.action=na.omit)
>plot(rainfall5,plot.type="c")	#looks for coherence
>plot(rainfall5,plot.type="p")	#looks for phase

Hope this helps,

Antonio

> -----Mensaje original-----
> De: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch]En nombre de Eduardo Dutra de
> Armas
> Enviado el: viernes, 05 de marzo de 2004 19:40
> Para: r-help at stat.math.ethz.ch
> Asunto: [R] time-series
>
>
> Dear R helpers
> I have a daily rainfall dataset of 5 stations, but the time-series are
> of different lengths. Three stations measured precipitation from 1917 to
> 2004, one from 1930 to 1979, and other from 1975 to 1998. I'd like to
> know how to analyse if rainfall is similiar at all stations. Is it
> possible to compare time-series like these?
>
> Best Regards!
>
> __________________________________________________________
> Eng. Agr., M.Sc. Eduardo Dutra de Armas
> __________________________________________________________
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