nanprewhite.AR: Compute AR1 prior to prewhite

Description Usage Arguments Value Author(s) References

View source: R/nanprewhite_AR.R

Description

Define the first lag autocorrelation coefficient to prewhite the data as an AR(Kmax) function

Usage

1
nanprewhite.AR(data, alpha.ak = 95)

Arguments

data

vector to be analysed

alpha.ak

statistical significance in percentage for the first lag autocorrelation (default is 95)

Value

ak.lag fist lag autocorrelation coefficient

data.prewhite data after removing of the first lag autorcorrelation; if ak.lag is statistically significant, original data otherwise

ak.ss statistical significance of the first lag autocorrelation: alpha.ak is the statistical significance at the alpha.ak level, zero otherwise

Author(s)

Martine Collaud Coen (martine.collaud@meteoswiss.ch), MeteoSwiss (CH) and Alessandro Bigi (abigi@unimore.it), University of Modena and Reggio Emilia (IT)

References

Collaud Coen, M., Andrews, E., Bigi, A., Romanens, G., Martucci, G., and Vuilleumier, L.: Effects of the prewhitening method, the time granularity and the time segmentation on the Mann-Kendall trend detection and the associated Sen's slope, Atmos. Meas. Tech., https://doi.org/10.5194/amt-2020-178, 2020.


mannkendall/R documentation built on Feb. 2, 2022, 7:31 p.m.