Re: removing autocorrelation

From: Dennis Shea <shea_at_nyahnyahspammersnyahnyah>
Date: Wed, 17 Jan 2007 14:05:55 -0700 (MST)

>Does anyone know a technique in NCL to remove the temporal
>autocorrelation of a time series?
>Thanks, Michael
>_______________________________________________

There is no built in autoregressive model in NCL. Usually,
the following is sufficient.

[1] detrend the data [remove linear contribution to autocorrelation]

[2] if monthly compute the 12 monthly climatologies
    [remove annual cycle]

 http://www.ncl.ucar.edu/Document/Functions/Contributed/clmMonTLL.shtml
                                                        clmMonTLLL
    
    then calculate the anomalies

 http://www.ncl.ucar.edu/Document/Functions/Contributed/calcMonAnomTLL.shtml
                                                        calcMonAnomTLLL

[3] calculate r1 ... Is it significant? If not, the data
    are considered indpendent. If it is still significant,
    more sophisticated methods may be required.

---
daily
http://www.ncl.ucar.edu/Document/Functions/Contributed/clmDayTLL.shtml
http://www.ncl.ucar.edu/Document/Functions/Contributed/calcDayAnomTLL.shtml
good luck
D
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Received on Wed Jan 17 2007 - 14:05:55 MST

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