Petr PIKAL wrote:
Hi

r-help-boun...@r-project.org napsal dne 16.10.2009 15:24:05:

hi everybody, I'm a student, and I'm new using R! I'm looking for statistical help hoping somebody can answer me! This is my problem: I have 2 temporal series. The firstone is a series of mesured data (height of monitorated points), the second is a series of temperature (in Celsius degree). Using Matlab I have built the two graphs (Measured Data - Time & Temperature
-
Time). Looking those graphs I can surely say that there is a clear correlation beetween theme, and also that the measured data are surely influenced by the variations of temperature. Unfortunately my statistical knowledges are not that large so using R seems quite difficult to me. My question is: is there a code already written the can compare the 2
temporal
series and can find the correlation between the data???

If the relationship is linear than

lm(values~temperature, ...)

shall suffice

if it is nonlinear than you can look e.g. to

?nls

And also: is there a code that can correct the Measured Data from the influence of
temperature and
return a clean data???

maybe ?predict.

Regards
Petr



This sounds a little dangerous to me. Antonio is wanting to determine correlations between *time series* if I understand correctly.

The time series need to be prewhitened or the correlations between successive observations modeled in some way. Just using lm can be very misleading because of the violation of the independence assumption.

If Antonio does not understand these comments he needs to consult a local statistician.

David Scott



--
_________________________________________________________________
David Scott     Department of Statistics
                The University of Auckland, PB 92019
                Auckland 1142,    NEW ZEALAND
Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055
Email:  d.sc...@auckland.ac.nz,  Fax: +64 9 373 7018

Director of Consulting, Department of Statistics

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