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Time series, NA's, and white noise

To: Mailing List S+ <s-news@wubios.wustl.edu>
Subject: Time series, NA's, and white noise
From: "Martin H. H. Stevens" <hstevens@rci.rutgers.edu>
Date: Tue, 12 Dec 2000 17:14:19 -0500
S-PLUS 2000 windows
I am performing a spectral analysis of a temperature series (> ten
thousand records), but I have a few hundred scattered missing values. I
also know that the missing values are averages of adjacent values.
1. How does spec.pgram deal with missing values? I was thinking I might
interpolate the missing values in order to run spec.pgram. How? I was
thinking about checking each record one at a time with an if statement
inside a for statement, but didn't like where that was headed.
2. Also, I would like to test whether the series differs from random
white noise. Any suggestions?

TIA,
Henry

--
Dr. M. Henry H. Stevens
Postdoctoral Associate
Department of Ecology, Evolution, & Natural Resources
14 College Farm Road
Cook College, Rutgers University
New Brunswick, NJ 08901-8551

email: hstevens@rci.rutgers.edu
phone: 732-932-9631
fax: 732-932-8746



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