[R] Help with short time series
Spencer Graves
spencer.graves at pdf.com
Thu Aug 10 10:50:37 CEST 2006
Please see the examples in "?corCAR1". If you are fitting models
like this, I highly recommend you spend some quality time with Pinheiro
and Bates (2000) Mixed-Effects Models in S and S-Plus (Springer). As
part of this, I suggest you work through the script files "ch01.R",
"ch02.R", ..., "ch06.R", "ch08.R" in the "~\library\nlme\scripts"
subdirectory of the R installation on your hard drive. This will alert
you to subtle differences between the R syntax and that of the book and
help you avoid silly typographical errors that can ruin your whole day.
Enjoy,
Spencer Graves
Simone Vincenzi wrote:
> Thanks for the help.
> I provide below the dataset I'm using, it's a little bit different from what
> I was describing (sorry for that). The streams are 3 and I have an unequal
> number of years for each stream.
>
> Stream Density Year
> 1 Zak 0.20 2000
> 2 Zak 0.36 2001
> 3 Zak 0.41 2002
> 4 Zak 0.34 2003
> 5 Zak 0.28 2004
> 6 Gor 0.08 1999
> 7 Gor 0.05 2000
> 8 Gor 0.14 2001
> 9 Gor 0.16 2002
> 10 Gor 0.13 2003
> 11 Gat 0.18 2004
> 12 Gat 0.10 2001
> 13 Gat 0.37 2002
> 14 Gat 0.57 2003
> 15 Gat 0.47 2004
>
> I tried to follow the suggestions of Dieter, but the model does not fit.
> Any suggestion will be appreciated
>
>
>
> Dear R-list,
>> I have a statistical problem with the comparison of two short time-series
> of
>> density data in an ecological framework. I have to compare two short time
>> series (5 years, one value for each year) of species density data (it is
> the
>> density of fish in two different streams) to test if the two means of the
>> five densities are significantly different, so basically if the two mean
>> stream-specific fish densities are significantly different.
>> I don't think I can use a straight t-test due to the problem of
>> autocorrelation and I don't think I can use a repeated measure ANOVA as I
>> don't have any replicates.
>> Any help would be greatly appreciated.
>
> try something like
>
> library(nlme)
> summary(lme(dens~stream+year,data=mystreamdata,random=~year|stream))
>
> This should also give you an estimate if the slopes are different if you
> test
> against the simplified model
>
> summary(lme(dens~stream+year,data=mystreamdata,random=~1|stream))
>
> Since you did not provide a short example data set, this is only
> approximatively
> right.
>
> Dieter
>
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