199 questions
3
votes
1
answer
135
views
How to compute the power spectral density of a vector-valued process without mirroring the autocorrelation function?
I'm simulating a 2D Ornstein-Uhlenbeck process (Langevin equation for velocity), and I'm interested in computing the power spectral density (PSD) of the vector-valued velocity process.
Following the ...
- 509
1
vote
0
answers
63
views
How to deal with autocorrelation in piecewise growth curve model (linear mixed effect approach)
I'm running a piecewise growth curve model in R using nlme. I have nested data with seven repeated measures (saliva cortisol levels) for each of my subjects (no missing data). I have a "classic&...
- 11
0
votes
0
answers
28
views
Autocorrelation model for network diffusion with incomplete network attributes
I have daily call/text data from college students over the course of a semester as well as their daily sleep logs; I made networks in igraph using this data for a different paper I'm working on.
I'm ...
0
votes
0
answers
35
views
plot_acf vs acf (graphical vs numerical way of finding significal coefficients in autocorrelation function)
I'm following along a book that shows how to plot the autocorrelation function (using plot_acf) to investigate the coefficients for the various lags, to see with which lag they abruptly become non-...
1
vote
1
answer
76
views
Variogram per group
I'm using a variogram to try and detect un-accounted for temporal auto-correlation in my model, but it shows the same pattern for all group levels (fSite). I allowed each fSite to have it's own trend, ...
- 489
0
votes
0
answers
43
views
error when doing lm test for spatial autocorrelation in error terms
Below is an image of the data for some variables in pdata.frame format. The panel is for 166 municipalities in RN for 4 years, generating a total of 664 observations.Can I make the panel available on ...
- 59
0
votes
0
answers
22
views
Equivalent of vcovHAC for lmer objects
I am new to multi-level modeling. I have a data wherein the observations are individuals-month. My dependent and independent variables are measured monthly. In terms of nesting structure, I assume ...
- 1
0
votes
1
answer
229
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How to model temporal autocorrelation with brms in R? Error: Time points within groups must be unique
I have a dataset of qPCR reads (relative density) from eDNA for seven species at two sites. The samples were taken over a period of two days. I anticipate some autocorrelation between samples due to ...
0
votes
0
answers
14
views
Is there a way of running an AR2 test on a pvargmm output in the panelvar package?
I am using the panelvar package in R to estimate a system GMM model. The result does not report AR2 test results. There is also no in-built function to run the test in the package. Does anyone have ...
- 177
0
votes
0
answers
67
views
Spatial regression on paired data points
Data and objectives
I am trying to correct for spatial autocorrelation in a regression using paired data. More specifically, I have for each spatial polygon on a grid (200m x 200m squares) the number ...
- 77
1
vote
1
answer
175
views
How to format a random effect (i.e., + 0 vs. + 1) in my glmmTMB models
I am working on creating GLMMs to determine the effect of in-air noise on harbor seals. I have a couple other fixed predictor variables (current velocity and time) and some random effects. As I am ...
1
vote
0
answers
184
views
ar1() or ou() for my glmmTMB models in RStudio?
I am working on creating GLMMs to determine the effect of in-air noise on harbor seals (specifically the number present). I have a couple other fixed predictor variables (current velocity and time) ...
0
votes
1
answer
40
views
PACF built-in plot utils returning different result compared to manual plot
Using packages:
from statsmodels.graphics.tsaplots import plot_acf, plot_pacf
from statsmodels.tsa.stattools import acf, pacf
Performing manual and built-in plot utils, give different values. No, I ...
- 1,232
1
vote
0
answers
64
views
adaptive ATR with dominant cycle period
I created a function that computes an adaptive ATR with the period coming from estimations using fft on a certain window. the highpass and supersmoother functions come from Jhon Ehlers work; they ...
- 11
1
vote
1
answer
94
views
How to correct error in gamm for modGI hierarchical model (and thus how to visualise and correct for autocorrelation more than AR1 in time series)?
I have blood biochemistry markers measured in 28 subjects, where samples were collected every month.
I can run a simple modG with gamm and get the acf and pacf plots.
modG <- gamm(Met1 ~ s(...
- 55