Wednesday, February 13, 2013
Week 6: Applied Time-Series Analysis for Fisheries and Environmental Data
Class material: webpage
Week 6: Introduction to including covariates in multivariate time-series model
This week we introduce the inclusion of covariates using the framework of a multivariate autoregressive model written in state-space form. You will understand the lecture better if you read the chapter on covariates in the MARSS User Guide first. Much of the lecture is about how to include covariates in different mathematically equivalent ways. You'll want to translate the R code in the lecture into the mathematical formulas (matrix form) to see how covariates are entering the mathematical model.
The main lab is to go through the covariate chapter and examples in the MARSS User Guide. Then we have some salmon data to play with to try different ways of including cycles (in this case driven by cohort strength) into an analysis.
Click the big arrow to start. You can also find the ppt of lecture t on the class webpage.
Posted by eeh at 12:03 PM