Lag Regression

Syntax:

Field or Timeseries yearly-anomalies
dup
[T]rmsaover
exch
Field or Timeseries yearly-anomalies
[T]standardize
T low step high shiftdatashort
[T]correlate
mul

Example:

  • +/-10 Lag regression of standardized timeseries on field

    • Troubleshooting:

    Units here are in field unit per standard deviation of timeseries. Negative lags are when the second index lags and postive lags are when the second index leads the regression. Step is optional (default=1).

    Or alternatively to keep second index units:

    Syntax:

    Field or Timeseries 1 yearly-anomalies
    dup
    [T]rmsaover
    exch
    Field or Timeseries 2 yearly-anomalies
    [T]standardize
    T low step high shiftdatashort
    [T]correlate
    mul
    Field or Timeseries 2 yearly-anomalies
    [T]standardize
    [T]rmsaover
    div

    Example:

  • +/-10 Lag regression of timeseries on field

    • Troubleshooting:

    Units here are in field unit per timeseries unit. Negative lags are when the index (field or timeseries 2) lags and postive lags are when the index (field or timeseries 2) leads the regression. Step is optional (default=1).