Re: [R] Time Series

From: Gabor Grothendieck <ggrothendieck_at_gmail.com>
Date: Mon, 09 May 2011 14:05:20 -0400

On Mon, May 9, 2011 at 10:20 AM, Nicole Gross-Camp <n.gross-camp_at_uea.ac.uk> wrote:
> I have what I hope is a simple question - is it possible to do time series
> analysis on a small data set specifically only four data points?
>
>
>
> I have collected human threat data (mean number of threats per kilometre
> walked/ survey) every 3 months in eight different sites (four with an
> experimental element and four control sites). I am trying to determine the
> best way to determine if there is a trend in the data though from what I've
> seen of TSA, our data set is too small. I did a simple paired t-test on the
> first and average of following three surveys that shows no significant
> difference but it of course ignores the detail of the latter three surveys.
>
>
>
> I am not sure how to organize the data for importation into R. I've looked
> at Crawley and one of Zuur publications but the TS data they work with is
> much longer term and not over several (independent) sites.
>
>
>
> Any advice, help, or direction is much appreciated!
>

This i panel data where you have 8 time series, not one time series, right? You could try a gls model with an AR1 correlation error structure for each of the 8 series. See the analysis of the Owl data set in Zuur.

-- 
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Received on Mon 09 May 2011 - 18:10:58 GMT

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