[R-sig-eco] correlating three time-series in R

Thomas Petzoldt thomas.petzoldt at tu-dresden.de
Thu Jul 27 10:22:18 CEST 2017


Hi,

a compact, practical and well readable introduction to some time series 
methods can be found in chapter 6 of Kleiber and Zeileis (2008): Applied 
Economics with R. This book is also well suited for ecologists and 
builds a fundamental for further reading and understanding.

Thomas

Am 26.07.2017 um 12:05 schrieb Tania Bird:
> Thanks Bob
> This is great,
> 
> The correlation does jump out when I plot it- I am just looking for a
> quantified way of testing what I see. If there is a more appropriate test
> I'd be happy to learn.
> 
> Many thanks
> 
> 
> 
> Tania Bird MSc
> *"There is a sufficiency in the world for man's need but not for man's
> greed" ~ Mahatma Gandhi*
> 
> https://www.linkedin.com/in/taniabird
> https://taniabird.webs.com
> 
> 
> 
> On 26 July 2017 at 12:51, Bob O'Hara <bohara at senckenberg.de> wrote:
> 
>> You can pass the columns to ccf() directly:
>>
>> df <- data.frame(x=rnorm(6), y=rnorm(6))
>> ccf(df$x, df$y)
>> print(ccf(df$x, df$y))
>>
>> You should probably also check the time series task view: <
>> https://cran.r-project.org/web/views/TimeSeries.html>, in particular the
>> zoo package, to see what can be done with irregular time series.
>>
>> But with 6 data points I'd be surprised if you have the power to detect
>> anything that doesn't jump out when you simply plot the data.
>>
>> Bob
>>
>>
>> On 26/07/17 11:07, Tania Bird wrote:
>>
>>> I have three data sets of abundances through time for plants, insects and
>>> reptiles.
>>> There are 6 samples over a ten year period (all taxa sampled at the same
>>> time).
>>> I recognise this is a small data set for time series.
>>>
>>> I would like to correlate the time series to see if
>>> a) increases in abundance of one taxon are correlated to another, and
>>> b) to see if the correlation between plants:insects is greater than
>>> plants:reptiles.
>>>
>>> I thought to use the cross-correlation function in R
>>> e.g.  ccf(insects, reptiles)
>>>
>>> Currently the data is in one dataframe with time as one column and
>>> abundance of each taxa is the next three columns.
>>>
>>> How do I convert the data to a time.series format as given in the R
>>> example?
>>>
>>> How can I compare the two ccf outputs?
>>>
>>> Thanks
>>>
>>> Tania
>>>
>>>
>>> Tania Bird MSc
>>> *"There is a sufficiency in the world for man's need but not for man's
>>> greed" ~ Mahatma Gandhi*
>>>
>>>          [[alternative HTML version deleted]]
>>>
>>> _______________________________________________
>>> R-sig-ecology mailing list
>>> R-sig-ecology at r-project.org
>>> https://stat.ethz.ch/mailman/listinfo/r-sig-ecology
>>>
>>>
>>
>> --
>> Bob O'Hara
>> NOTE: this email will die at some point, so please update you records to
>> bob.ohara at ntnu.no
>>
>> Institutt for matematiske fag
>> NTNU
>> 7491 Trondheim
>> Norway
>>
>> Mobile: +49 1515 888 5440
>> Journal of Negative Results - EEB: www.jnr-eeb.org
>>



-- 
Thomas Petzoldt
Technische Universitaet Dresden
Faculty of Environmental Sciences
Institute of Hydrobiology
01062 Dresden, Germany
http://tu-dresden.de/Members/thomas.petzoldt

-- limnology and ecological modelling --



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