[R-sig-eco] Best package for time lags?

Gavin Simpson gavin.simpson at ucl.ac.uk
Tue May 11 09:35:54 CEST 2010


On Mon, 2010-05-10 at 15:22 -0400, Richard L. Boyce wrote:
> I got great suggestions from Ben Bolker, which I'll pass on to others 
> interested in time series.   He mentioned Chatfield and Diggle as 
> good references.  The ccf() function in the stats package (one of the 
> base R packages) and excellent place to start.

Also take a look at packages 'dyn' and 'dynlm', the latter providing a
series of utilities amongst which preserve time series aspects of data
analysed via lm(), an idea that the 'dyn' package extends to many other
modelling functions/types. Both allow you add lag terms to model
formulae.

In addition to Chatfield and Diggle, both of which I have found very
useful, I would add Cowpertwait and Metcalfe's new book in the useR
series 'Introductory Time Series with R'

http://www.springer.com/statistics/statistical+theory+and+methods/book/978-0-387-88697-8

[FYI, there is a 20% discount on that book via the R website:

http://www.r-project.org/doc/bib/R-books.html#R:Cowpertwait+Metcalfe:2009

]

HTH

G

> 
> Rick Boyce
> 
> >Date: Wed, 5 May 2010 08:06:49 -0400
> >From: "Richard L. Boyce" <boycer at nku.edu>
> >To: r-sig-ecology at r-project.org
> >Subject: [R-sig-eco] Best package for time lags?
> >Message-ID: <a06240800c8070e9fba81@[192.168.200.252]>
> >Content-Type: text/plain; charset="us-ascii"; format=flowed
> >
> >Hi folks,
> >
> >I'm on my second year of a project involving tree and shrub
> >transpiration in a wetland forest in Kentucky.  Since it's a wetland
> >forest, transpiration is rarely affected by water availability and is
> >mostly driven by vapor pressure deficit (vpd).  I've been regressing
> >daily transpiration vs. vpd, and it's usually a good fit.  However, I
> >suspect their are some time lags, namely that transpiration may be
> >responding to vpd not just from the current day but also previous
> >days.
> >
> >I've done a quick pass through various R packages, and there are
> >several that model time lags.  Can anyone make some recommendations
> >for a beginner?  Thanks!
> >--
> >================================
> >Richard L. Boyce
> >Associate Professor
> >Department of Biological Sciences
> >Northern Kentucky University
> >Nunn Drive
> >Highland Heights, KY  41099  USA
> >
> >859-572-1407 (tel.)
> >859-572-5639 (fax)
> >boycer at nku.edu
> >http://www.nku.edu/~boycer/
> >=================================
> >
> >"One of the advantages of being disorderly is that one is constantly
> >making exciting discoveries." - A.A. Milne
> 
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