Regression in Time

Syntax (Standardizes time series, field and timeseries anomalies must be over same period):

Field yearly-anomalies
Timeseries yearly-anomalies
[T]standardize
mul
[T]average

Example:

  • Regression of standardized timeseries on field

    • Troubleshooting:

    Units are in field unit per standard deviation of timeseries. Means must be zero.

    Or alternatively can use:

    Syntax (Standardizes time series and removes mean):

    Field or Timeseries
    dup
    [T]rmsaover
    exch
    Field or Timeseries
    [T]correlate
    mul

    Example:

  • Regression of standardized timeseries on field

    • Troubleshooting:

    Units are in field unit per standard deviation of timeseries. Make sure that the T grids match.

    Syntax (Keeps units of time series, field and timeseries anomalies must be over same period):

    Timeseries yearly-anomalies
    dup
    Field yearly-anomnalies
    mul
    [T]average
    exch
    [T]rmsaover
    dup
    mul
    div

    Example:

  • Regression of timeseries on field

    • Troubleshooting:

    Units are in field unit per timeseries unit. Means must be zero.

    Or alternatively can use:

    Syntax (Keeps units of time series, removes mean):

    Field or Timeseries 1
    dup
    [T]rmsaover
    exch
    Field or Timeseries 2
    [T]correlate
    mul
    Field or Timeseries 2
    [T]rmsaover
    div

    Example:

  • Regression of timeseries on field

    • Troubleshooting:

    Units are in field unit per timeseries unit. Make sure that the T grids match.