Description Usage Arguments Details Value Author(s) References See Also
ch_ews
is used to estimate changes in conditional
heteroskedasticity within rolling windows along a
timeseries
1 2 3 |
timeseries |
a numeric vector of the observed timeseries values or a numeric matrix where the first column represents the time index and the second the observed timeseries values. Use vectors/matrices with headings. |
winsize |
is length of the rolling window expressed as percentage of the timeseries length (must be numeric between 0 and 100). Default is 10%. |
alpha |
is the significance threshold (must be numeric). Default is 0.1. |
optim |
logical. If TRUE an autoregressive model is
fit to the data within the rolling window using AIC
optimization. Otherwise an autoregressive model of
specific order |
lags |
is a parameter that determines the specific order of an autoregressive model to fit the data. Default is 4. |
logtransform |
logical. If TRUE data are logtransformed prior to analysis as log(X+1). Default is FALSE. |
interpolate |
logical. If TRUE linear interpolation is applied to produce a timeseries of equal length as the original. Default is FALSE (assumes there are no gaps in the timeseries). |
see ref below
ch_ews
returns a matrix that contains:
time |
the time index. |
r.squared |
the R2 values of the regressed residuals. |
critical.value |
the chi-square critical value based
on the desired |
test.result |
logical. It indicates whether conditional heteroskedasticity was significant. |
ar.fit.order |
the order of the specified
autoregressive model- only informative if |
In addition, ch_ews
plots the original timeseries
and the R2 where the level of significance is also
indicated.
T. Cline, modified by V. Dakos
Seekell, D. A., et al (2011). "Conditional heteroscedasticity as a leading indicator of ecological regime shifts." American Naturalist 178(4): 442-451
Dakos, V., et al (2012)."Methods for Detecting Early Warnings of Critical Transitions in Time Series Illustrated Using Simulated Ecological Data." PLoS ONE 7(7): e41010. doi:10.1371/journal.pone.0041010
generic_ews
; ddjnonparam_ews
;
bdstest_ews
; sensitivity_ews
;
surrogates_ews
; ch_ews
;
movpotential_ews
; livpotential_ews
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