iceland.rf: Temperature, precipitation, and two river flows in Iceland

In mtarm: Bayesian Estimation of Multivariate Threshold Autoregressive Models

Temperature, precipitation, and two river flows in Iceland

Description

This data set contains two daily river-flow time series, measured in cubic meters per second, for rivers in Iceland from January 1, 1972, to December 12, 1974. Additionally, daily measurements of precipitation (in millimeters) and temperature (in degrees Celsius) were recorded at the Hveravellir meteorological station. The precipitation values correspond to the accumulated precipitation up to 9:00 A.M. relative to the same time on the previous day.

Usage

data(iceland.rf)

Format

A data frame with 1,096 rows and 5 variables:

Vatnsdalsa

Numeric vector representing the daily flow of the Vatnsdalsá river.

Jokulsa

Numeric vector representing the daily flow of the Jökulsá Eystri river.

Precipitation

Numeric vector of daily precipitation amounts (millimeters).

Temperature

Numeric vector of daily temperature measurements (degrees Celsius).

Date

Vector indicating the calendar date of each observation.

References

Tong, Howell (1990) Non‑linear Time Series: A Dynamical System Approach. Oxford University Press. Oxford, UK.

Ruey S., Tsay (1998) Testing and Modeling Multivariate Threshold Models. Journal of the American Statistical Association, 93, 1188-1202.

Examples

data(iceland.rf)
dev.new()
plot(ts(as.matrix(iceland.rf[,-5])), main="Iceland")

mtarm documentation built on Jan. 12, 2026, 1:07 a.m.