[R] Time Series

Gabor Grothendieck ggrothendieck at gmail.com
Mon May 9 20:05:20 CEST 2011


On Mon, May 9, 2011 at 10:20 AM, Nicole Gross-Camp
<n.gross-camp at uea.ac.uk> wrote:
> I have what I hope is a simple question - is it possible to do time series
> analysis on a small data set specifically only four data points?
>
>
>
> I have collected human threat data (mean number of threats per kilometre
> walked/ survey) every 3 months in eight different sites (four with an
> experimental element and four control sites). I am trying to determine the
> best way to determine if there is a trend in the data though from what I've
> seen of TSA, our data set is too small. I did a simple paired t-test on the
> first and average of following three surveys that shows no significant
> difference but it of course ignores the detail of the latter three surveys.
>
>
>
> I am not sure how to organize the data for importation into R. I've looked
> at Crawley and one of Zuur publications but the TS data they work with is
> much longer term and not over several (independent) sites.
>
>
>
> Any advice, help, or direction is much appreciated!
>

This i panel data where you have 8 time series, not one time series,
right?   You could try a gls model with an AR1 correlation error
structure for each of the 8 series.   See the analysis of the Owl data
set in Zuur.

-- 
Statistics & Software Consulting
GKX Group, GKX Associates Inc.
tel: 1-877-GKX-GROUP
email: ggrothendieck at gmail.com



More information about the R-help mailing list