[GRASS-user] Calculate p value for regression slope in r.series

[Paulo van Breugel]

Hi Dehui,

What about my previous suggestion to use dummy variable that indicates time
periods (fixed values 0, 1,2,3...N) for N time periods? I am new to time
series analysis, so please let me know if the below makes sense.

So you could use your data (Y) as one time series, and the dummy time
variables as the second time series (T): Y = bT + c.  Resulting slope,
offset and R2 between r.series and r.regression.series are close to
identical. Differences are very small (a factor 10¹⁰ smaller then the
actual slope or offset value) so I assume this is due to some differences
in rounding (@MarkusN, do you have an idea?)

Concrete, if you have a time series of let's say annual rainfall over 10
years. You create 10 layers using r.mapcalc, with all cells of the first
layer = 0, all cells in the second layer = 1... all cells in the 10th layer
= 9. Now you have two time series you can use in r.regression.series.

There is the possible problem of auto-correlation, so the t and f values
calculated with r.regression.series should be considered with care. As
said, I am new to time series analysis, so will need to study more how to
deal with this. Not sure that is going to be easy using GRASS.

Cheers,

Paulo



On Thu, Nov 8, 2012 at 2:21 PM, 王德辉 <dehuiw at gig.ac.cn> wrote:

> r.regression.series is a module to calculate linear regression parameters
> between two time series. I only want to calculate parameters in one time
> series, how to use this model in one time serie condition?
>
> thanks!
>
> dehui
>
> -----原始邮件-----
> *发件人:* "Paulo van Breugel" <p.vanbreugel at gmail.com>
> *发送时间:* 2012年11月8日 星期四
> *收件人:* "Moritz Lennert" <mlennert at club.worldonline.be>
> *抄送:* "GRASS users email list" <grass-user at lists.osgeo.org>
> *主题:* Re: [GRASS-user] Calculate p value for regression slope in r.series
>
>
> Good suggestion, and coincidentally I was just looking at it. Am I correct
> to assume that to mimic the calculation of slope etc in r.series, I would
> need to create a second time series of 'dummy' maps with values 0 for first
> time period, 1 for second time period, etc.? I did this in R and it gave
> the same slope and offset as r.series.
>
> Just wondering, if it is implemented in r.regression.series, would it be
> very difficult to port to r.series? Or do the two things function different
> internally?
>
> Cheers,
>
> Paulo
>
>
>
> On Thu, Nov 8, 2012 at 10:55 AM, Moritz Lennert <
> mlennert at club.worldonline.be> wrote:
>
>> On 06/11/12 09:55, Paulo van Breugel wrote:
>>
>>> Hi,
>>>
>>> I am using r.series to calculate linear regression slope, offset and
>>> coefficient of determination. But any idea how I can get the standard
>>> deviation t-value and p-value of the slope?
>>>
>>
>> Try MarkusN's r.regression.series in the addons for grass7. It allows the
>> calculation of t and f values. IIRC, p-value can be calculated from t-value.
>>
>> Moritz
>>
>
>
>
>
>
>
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