Description Usage Arguments Value Author(s) References
View source: R/nanprewhite_AR.R
Define the first lag autocorrelation coefficient to prewhite the data as an AR(Kmax) function
1 | nanprewhite.AR(data, alpha.ak = 95)
|
data |
vector to be analysed |
alpha.ak |
statistical significance in percentage for the first lag autocorrelation (default is 95) |
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
Martine Collaud Coen (martine.collaud@meteoswiss.ch), MeteoSwiss (CH) and Alessandro Bigi (abigi@unimore.it), University of Modena and Reggio Emilia (IT)
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.
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