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mutli-variate ar

To: s-news@lists.biostat.wustl.edu
Subject: mutli-variate ar
From: Steven Wofsy <wofsy@fas.harvard.edu>
Date: Tue, 15 Feb 2005 15:57:41 -0500 (EST)
I have two time series, for temperature and precipitation, and a fitted
model that is a function of T, P and T*P.  I would like to deseasonalize
the independent variables from observed data so that they have zero mean,
obtain an ar multivariate model, then add back the seasonality and
simulate a time series of the dependent variable.  The problem is that,
since T and P are correlated its time series does not have zer mean.

What to do?  The problem appears to be the way I am using ar(), but I
can't find descriptions of the multivariate ar to help.

Thanks in advance.
--s

-------------------------------------------------------------------------
Steven C. Wofsy
Abbott Lawrence Rotch Professor of Atmospheric and Environmental Chemistry
Harvard University
Division of Engineering and Applied Science/Department of Earth and
  Planetary Science
29 Oxford St., Cambridge, MA 02138
Tel. 617-495-4566; FAX 617-495-4551; http://www-as.harvard.edu

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