[R] R package: autocorrelation in gamm
Guillermo Aravena Cuevas
guillermo.aravena at ehu.es
Thu Oct 16 14:32:44 CEST 2008
Dear users
I am fitting a Generalized Additive Mixed Models (gamm) model to
establish possible relationship between explanatory variables (water
temperature, dissolved oxygen and chlorophyll) and zooplankton data
collected in the inner and outer estuarine waters. I am using monthly
time-series which are auto-correlated.
In the case of the inner waters, I have applied satisfactoryly (by ACF
and PACF) an corAR1() as follows:
gamm.zoo <- gamm(zoo~s(water.temperature) + s(dissolved.oxygen) +
s(chlorophyll), data=datos,family=gaussian,corr=corAR1() )
But in the case of the outer estuarine waters, our data has a seasonal
auto-correlation. I have tried to applied corARMA(p,q), but it is not
completely satisfactory because I have an autocorrelation of order 1
and 12 as an seasonal ARIMA=(1,0,0)(1,0,0)
I have tried to model it with
corr=corARMA(p=12, fixed=c(NA,0,0,0,0,0,0,0,0,0,0,NA,NA)))
However, I am not completely sure I am modelling what I should.
I suspect the autocorrelation structure in the error term has been
taken into account with corAR1/corARMA, but I cannot work it out how
it is the random structure. I do not need to incorporate a random
structure in my model, only need to take into account the
autocorrelation term structure in the error term, but I am not sure
that the model aforementioned is doing what I am trying to do.
Any help would be appreciated.
Thanks in advance
Guille
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