W poniższym przykładzie mam ramkę danych, która składa się z szeregu czasowego pomiarów temperatury wody zarejestrowanych na 5 głębokościach w oceanie, gdzie każda wartość Tempodpowiada dacie DateTimei głębokości Depth.
set.seed(1)
Temp <- rnorm(43800,sd=20)
AirT <- rnorm(8760,sd=20)
Depth <- c(1:5)
DateTime = seq(from=as.POSIXct("2010-01-01 00:00"),
to=as.POSIXct("2010-12-31 23:00"), length=8760)
Time <- as.POSIXct(DateTime, format = "%Y-%m-%d %H:%M")
DatT <- data.frame(Temp)
## bind together
FinalDat <- cbind(DatT, Date = rep(Time,5))
FinalDat <- cbind(FinalDat, AirT = rep(AirT, 5),
Depth = rep(Depth, each = 8760),
Doy = as.numeric(format(Time,format = "%j")),
DecTime = rep(seq(1,366, length = 8760),5))
Na tej podstawie chciałbym znaleźć podobieństwo między temperaturą powietrza ( AirT) a temperaturą wody na różnych głębokościach. Potrafię obliczyć korelację między temperaturą powietrza i temperaturą wody dla różnych głębokości, co pokazuje, że korelacja maleje wraz z głębokością, jednak szukam bardziej wyrafinowanej metody (innej niż otrzymywanie pojedynczej wartości dla każdego szeregu czasowego). Czy ktoś może zasugerować odpowiednią metodę osiągnięcia tego?
Oto rozcieńczona wersja mojego data.frame (FinalDat):
Temp Date AirT Depth
1 3.4069 2011-01-01 6.52710 0.5
2 3.2165 2011-01-08 6.77050 0.5
3 3.5630 2011-01-15 6.61410 0.5
4 3.8027 2011-01-22 -2.94440 0.5
5 3.7328 2011-01-29 -2.92900 0.5
6 4.1008 2011-02-05 12.74800 0.5
7 5.1825 2011-02-12 8.91900 0.5
8 5.0460 2011-02-19 4.43910 0.5
9 5.6156 2011-02-26 8.58090 0.5
10 5.5237 2011-03-05 1.56630 0.5
11 5.5110 2011-03-12 7.94470 0.5
12 6.5645 2011-03-19 -0.25485 0.5
13 7.8872 2011-03-26 4.11280 0.5
14 8.9096 2011-04-02 12.88700 0.5
15 10.8740 2011-04-09 6.34800 0.5
16 10.9600 2011-04-16 9.44190 0.5
17 14.6930 2011-04-23 12.37300 0.5
18 15.1330 2011-04-30 11.40200 0.5
19 14.2740 2011-05-07 14.48400 0.5
20 14.5670 2011-05-14 5.68590 0.5
21 14.0330 2011-05-21 8.36570 0.5
22 13.3870 2011-05-28 11.03900 0.5
23 16.5560 2011-06-04 13.10300 0.5
24 16.4140 2011-06-11 7.56720 0.5
25 16.2590 2011-06-18 12.02400 0.5
26 16.5120 2011-06-25 11.43100 0.5
27 17.9290 2011-07-02 8.75940 0.5
28 18.7150 2011-07-09 13.06100 0.5
29 19.4970 2011-07-16 14.96000 0.5
30 17.7090 2011-07-23 10.06100 0.5
31 19.5090 2011-07-30 11.76200 0.5
32 20.4780 2011-08-06 12.56800 0.5
33 17.8850 2011-08-13 16.93200 0.5
34 17.7440 2011-08-20 14.82700 0.5
35 18.1400 2011-08-27 12.14800 0.5
36 17.0460 2011-09-03 17.19700 0.5
37 16.5960 2011-09-10 18.45800 0.5
38 15.6430 2011-09-17 13.07600 0.5
39 14.9960 2011-09-24 13.19300 0.5
40 16.9880 2011-10-01 20.17800 0.5
41 14.5380 2011-10-08 10.92600 0.5
42 14.3770 2011-10-15 9.64180 0.5
43 12.6210 2011-10-22 11.71200 0.5
44 11.7810 2011-10-29 7.32770 0.5
45 11.8270 2011-11-05 11.15600 0.5
46 10.9790 2011-11-12 11.30000 0.5
47 10.3410 2011-11-19 10.77100 0.5
48 9.6291 2011-11-26 6.81090 0.5
49 8.5466 2011-12-03 9.11540 0.5
50 7.1007 2011-12-10 3.52720 0.5
51 6.3081 2011-12-17 0.32245 0.5
52 6.1304 2011-12-24 5.40000 0.5
53 6.1974 2011-12-31 11.93100 0.5
54 3.2471 2011-01-07 0.44508 4.0
55 3.4851 2011-01-14 8.43040 4.0
56 3.8537 2011-01-21 -2.26530 4.0
57 3.8496 2011-01-28 1.33950 4.0
58 3.8461 2011-02-04 10.18700 4.0
59 4.7892 2011-02-11 6.91330 4.0
60 5.1160 2011-02-18 5.30300 4.0
61 5.4236 2011-02-25 10.40700 4.0
62 5.3190 2011-03-04 3.63990 4.0
63 5.5318 2011-03-11 5.49690 4.0
64 6.0956 2011-03-18 2.12060 4.0
65 6.7955 2011-03-25 5.66700 4.0
66 8.5056 2011-04-01 12.13400 4.0
67 9.8450 2011-04-08 6.11440 4.0
68 10.7220 2011-04-15 9.85800 4.0
69 11.3970 2011-04-22 11.39300 4.0
70 12.6660 2011-04-29 9.54510 4.0
71 13.6370 2011-05-06 12.99600 4.0
72 14.7530 2011-05-13 8.83800 4.0
73 13.8210 2011-05-20 8.81900 4.0
74 13.5120 2011-05-27 10.80500 4.0
75 14.2630 2011-06-03 11.08700 4.0
76 15.6330 2011-06-10 7.20970 4.0
77 15.5290 2011-06-17 10.11400 4.0
78 16.6340 2011-06-24 11.29400 4.0
79 17.4820 2011-07-01 11.43900 4.0
80 17.8620 2011-07-08 13.29700 4.0
81 18.8970 2011-07-15 11.61900 4.0
82 17.4720 2011-07-22 12.73800 4.0
83 17.8640 2011-07-29 14.95600 4.0
84 17.6610 2011-08-05 16.48600 4.0
85 17.4880 2011-08-12 16.06000 4.0
86 17.5980 2011-08-19 11.38900 4.0
87 17.8150 2011-08-26 10.69200 4.0
88 16.7470 2011-09-02 14.71100 4.0
89 16.0230 2011-09-09 14.09600 4.0
90 15.5350 2011-09-16 13.03500 4.0
91 15.0200 2011-09-23 11.81800 4.0
92 15.1200 2011-09-30 14.49800 4.0
93 15.0590 2011-10-07 10.76800 4.0
94 14.5790 2011-10-14 13.91800 4.0
95 12.7810 2011-10-21 8.84760 4.0
96 11.9060 2011-10-28 8.37600 4.0
97 11.7150 2011-11-04 12.57400 4.0
98 11.1170 2011-11-11 11.26200 4.0
99 10.3560 2011-11-18 11.11100 4.0
100 9.8484 2011-11-25 12.91700 4.0
101 8.7573 2011-12-02 2.43560 4.0
102 7.2890 2011-12-09 5.87070 4.0
103 6.4547 2011-12-16 2.31850 4.0
104 6.0336 2011-12-23 11.12900 4.0
105 6.2363 2011-12-30 4.78220 4.0
106 3.4241 2011-01-06 2.92880 6.0
107 3.4075 2011-01-13 9.59030 6.0
108 3.9650 2011-01-20 -1.45990 6.0
109 3.9061 2011-01-27 3.49050 6.0
110 3.8072 2011-02-03 6.15450 6.0
111 4.7597 2011-02-10 8.87270 6.0
112 4.9920 2011-02-17 4.61980 6.0
113 5.1485 2011-02-24 7.66730 6.0
114 5.4556 2011-03-03 -0.73976 6.0
115 5.4305 2011-03-10 9.08700 6.0
116 5.9204 2011-03-17 6.57230 6.0
117 6.4393 2011-03-24 4.21580 6.0
118 6.7361 2011-03-31 9.55530 6.0
119 8.9556 2011-04-07 10.24900 6.0
120 10.7240 2011-04-14 8.15550 6.0
121 10.4810 2011-04-21 9.75940 6.0
122 10.6310 2011-04-28 6.43770 6.0
123 13.2840 2011-05-05 10.70900 6.0
124 14.1380 2011-05-12 9.11810 6.0
125 13.7850 2011-05-19 8.26810 6.0
126 13.6800 2011-05-26 11.65000 6.0
127 13.8950 2011-06-02 13.10500 6.0
128 13.8530 2011-06-09 11.09500 6.0
129 14.6830 2011-06-16 12.63000 6.0
130 15.3570 2011-06-23 12.66100 6.0
131 15.5860 2011-06-30 9.57130 6.0
132 16.2190 2011-07-07 13.84300 6.0
133 16.1140 2011-07-14 10.93200 6.0
134 17.1240 2011-07-21 13.44100 6.0
135 17.2110 2011-07-28 13.41700 6.0
136 16.9800 2011-08-04 14.81500 6.0
137 17.4610 2011-08-11 16.33900 6.0
138 17.5690 2011-08-18 10.04300 6.0
139 17.3600 2011-08-25 11.87600 6.0
140 16.6180 2011-09-01 11.71000 6.0
141 16.1330 2011-09-08 11.84600 6.0
142 15.6770 2011-09-15 12.17800 6.0
143 15.1640 2011-09-22 11.90200 6.0
144 14.8160 2011-09-29 17.07200 6.0
145 15.0100 2011-10-06 13.21700 6.0
146 14.4410 2011-10-13 12.01300 6.0
147 13.0510 2011-10-20 3.75340 6.0
148 12.0580 2011-10-27 8.76700 6.0
149 11.6430 2011-11-03 13.96900 6.0
150 11.1400 2011-11-10 13.03200 6.0
151 10.5090 2011-11-17 8.26000 6.0
152 9.8690 2011-11-24 12.02100 6.0
153 8.9167 2011-12-01 9.64050 6.0
154 7.3953 2011-12-08 4.99180 6.0
155 6.5533 2011-12-15 3.73240 6.0
156 5.9886 2011-12-22 12.69300 6.0
157 6.3341 2011-12-29 7.12550 6.0
158 3.4249 2011-01-05 5.66070 8.0
159 3.4232 2011-01-12 4.42930 8.0
160 3.9632 2011-01-19 0.04384 8.0
161 3.9203 2011-01-26 5.33010 8.0
162 3.7569 2011-02-02 4.74030 8.0
163 4.6606 2011-02-09 6.48010 8.0
164 4.9632 2011-02-16 5.92770 8.0
165 4.9742 2011-02-23 7.15490 8.0
166 5.3302 2011-03-02 1.52250 8.0
167 5.3380 2011-03-09 6.46400 8.0
168 5.7341 2011-03-16 6.49500 8.0
169 6.1663 2011-03-23 4.01320 8.0
170 6.1420 2011-03-30 10.23300 8.0
171 7.1226 2011-04-06 12.10300 8.0
172 8.4905 2011-04-13 5.66120 8.0
173 8.7548 2011-04-20 7.94430 8.0
174 8.7160 2011-04-27 9.66080 8.0
175 10.1360 2011-05-04 5.13940 8.0
176 9.6597 2011-05-11 12.00800 8.0
177 12.8610 2011-05-18 13.42900 8.0
178 13.1300 2011-05-25 7.96200 8.0
179 13.6080 2011-06-01 8.94920 8.0
180 13.4880 2011-06-08 10.58700 8.0
181 13.6130 2011-06-15 14.82200 8.0
182 13.4320 2011-06-22 13.28300 8.0
183 13.3850 2011-06-29 10.09900 8.0
184 13.1230 2011-07-06 14.30500 8.0
185 13.2270 2011-07-13 13.44700 8.0
186 13.3370 2011-07-20 13.27900 8.0
187 13.4860 2011-07-27 16.17600 8.0
188 14.1970 2011-08-03 15.40500 8.0
189 14.0740 2011-08-10 11.20800 8.0
190 14.2160 2011-08-17 10.92000 8.0
191 14.7250 2011-08-24 13.57000 8.0
192 16.2060 2011-08-31 12.35700 8.0
193 15.6070 2011-09-07 13.77500 8.0
194 15.7620 2011-09-14 13.05900 8.0
195 15.1750 2011-09-21 11.50800 8.0
196 14.7600 2011-09-28 15.44600 8.0
197 14.7480 2011-10-05 15.41900 8.0
198 14.3420 2011-10-12 12.46600 8.0
199 13.3520 2011-10-19 8.04520 8.0
200 12.1960 2011-10-26 9.85760 8.0
201 11.6640 2011-11-02 9.94480 8.0
202 11.1650 2011-11-09 9.83490 8.0
203 10.6510 2011-11-16 7.18460 8.0
204 10.0600 2011-11-23 3.36370 8.0
205 9.1110 2011-11-30 6.19500 8.0
206 7.7550 2011-12-07 5.57610 8.0
207 6.7252 2011-12-14 5.46150 8.0
208 5.9302 2011-12-21 6.02540 8.0
209 6.4421 2011-12-28 8.87860 8.0
210 3.5953 2011-01-04 -0.87434 10.0
211 3.3527 2011-01-11 7.57030 10.0
212 3.9915 2011-01-18 4.65410 10.0
213 3.8234 2011-01-25 7.24100 10.0
214 3.8257 2011-02-01 2.03130 10.0
215 4.6403 2011-02-08 4.28250 10.0
216 5.0439 2011-02-15 2.09610 10.0
217 4.9152 2011-02-22 4.52120 10.0
218 5.3290 2011-03-01 4.09410 10.0
219 5.4156 2011-03-08 -0.97393 10.0
220 5.7129 2011-03-15 5.77950 10.0
221 6.0155 2011-03-22 4.84410 10.0
222 5.9742 2011-03-29 4.10630 10.0
223 6.1641 2011-04-05 10.80000 10.0
224 6.4420 2011-04-12 7.07030 10.0
225 6.6906 2011-04-19 9.72580 10.0
226 6.8168 2011-04-26 11.22400 10.0
227 6.5933 2011-05-03 7.08340 10.0
228 7.7907 2011-05-10 10.99000 10.0
229 6.8976 2011-05-17 12.02200 10.0
230 7.1110 2011-05-24 9.37830 10.0
231 10.1990 2011-05-31 7.85870 10.0
232 9.9413 2011-06-07 9.30420 10.0
233 10.2710 2011-06-14 10.07000 10.0
234 9.6727 2011-06-21 15.00500 10.0
235 10.0280 2011-06-28 13.74500 10.0
236 10.3870 2011-07-05 17.47700 10.0
237 9.9664 2011-07-12 15.32100 10.0
238 9.8633 2011-07-19 13.27000 10.0
239 10.1500 2011-07-26 11.90700 10.0
240 9.6085 2011-08-02 17.43300 10.0
241 10.2650 2011-08-09 13.26100 10.0
242 10.2090 2011-08-16 13.34400 10.0
243 9.9657 2011-08-23 16.62600 10.0
244 10.1730 2011-08-30 13.30700 10.0
245 10.4790 2011-09-06 14.72500 10.0
246 10.5400 2011-09-13 14.77800 10.0
247 11.9570 2011-09-20 15.70200 10.0
248 12.4710 2011-09-27 11.22700 10.0
249 12.1980 2011-10-04 13.29700 10.0
250 13.8790 2011-10-11 16.68600 10.0
251 13.7680 2011-10-18 7.88400 10.0
252 12.1430 2011-10-25 13.14200 10.0
253 11.5050 2011-11-01 13.24000 10.0
254 11.1610 2011-11-08 10.43400 10.0
255 10.7390 2011-11-15 9.17300 10.0
256 10.0850 2011-11-22 9.06990 10.0
257 9.1183 2011-11-29 12.74600 10.0
258 7.9380 2011-12-06 4.43310 10.0
259 6.8017 2011-12-13 9.05250 10.0
260 5.9501 2011-12-20 7.67070 10.0
261 6.3240 2011-12-27 10.47900 10.0
262 3.6034 2011-01-03 0.44518 12.0
263 3.2966 2011-01-10 1.92110 12.0
264 3.8193 2011-01-17 5.50270 12.0
265 3.8413 2011-01-24 2.38370 12.0
266 3.8157 2011-01-31 -0.20332 12.0
267 4.3896 2011-02-07 10.31200 12.0
268 4.9550 2011-02-14 6.72160 12.0
269 4.9230 2011-02-21 4.14600 12.0
270 5.3725 2011-02-28 4.17540 12.0
271 5.4386 2011-03-07 -0.17011 12.0
272 5.6663 2011-03-14 -0.20653 12.0
273 5.6173 2011-03-21 9.40060 12.0
274 5.7879 2011-03-28 3.42890 12.0
275 5.8027 2011-04-04 5.26820 12.0
276 5.7847 2011-04-11 8.31470 12.0
277 5.9425 2011-04-18 8.85620 12.0
278 6.2409 2011-04-25 6.88140 12.0
279 5.9921 2011-05-02 9.72310 12.0
280 6.0906 2011-05-09 12.04900 12.0
281 6.0394 2011-05-16 12.44600 12.0
282 6.0922 2011-05-23 9.88280 12.0
283 6.4765 2011-05-30 12.69800 12.0
284 6.6011 2011-06-06 11.33400 12.0
285 6.6846 2011-06-13 15.29900 12.0
286 6.9803 2011-06-20 9.87070 12.0
287 6.6561 2011-06-27 19.08300 12.0
288 7.2964 2011-07-04 12.62800 12.0
289 6.5017 2011-07-11 11.53500 12.0
290 7.4560 2011-07-18 13.64600 12.0
291 7.4972 2011-07-25 9.44130 12.0
292 7.1581 2011-08-01 18.45400 12.0
293 7.4089 2011-08-08 11.82800 12.0
294 7.5630 2011-08-15 12.00700 12.0
295 7.5153 2011-08-22 12.84500 12.0
296 7.4694 2011-08-29 11.80500 12.0
297 7.5982 2011-09-05 11.41900 12.0
298 7.5733 2011-09-12 13.39300 12.0
299 7.7114 2011-09-19 13.35600 12.0
300 7.9359 2011-09-26 15.57900 12.0
301 7.7604 2011-10-03 15.83000 12.0
302 8.2146 2011-10-10 16.05000 12.0
303 8.8018 2011-10-17 11.35400 12.0
304 12.0390 2011-10-24 14.38700 12.0
305 11.3230 2011-10-31 14.43600 12.0
306 11.4140 2011-11-07 2.19910 12.0
307 10.9020 2011-11-14 9.79220 12.0
308 10.1070 2011-11-21 9.87410 12.0
309 9.2805 2011-11-28 4.62830 12.0
310 8.2556 2011-12-05 2.57670 12.0
311 6.9548 2011-12-12 4.16250 12.0
312 6.0980 2011-12-19 1.10680 12.0
313 6.1540 2011-12-26 12.25600 12.0
314 3.6293 2011-01-02 2.14550 14.0
315 3.3969 2011-01-09 4.79400 14.0
316 3.8152 2011-01-16 11.32500 14.0
317 3.9532 2011-01-23 0.58015 14.0
318 3.8262 2011-01-30 -0.96998 14.0
319 4.1869 2011-02-06 10.84800 14.0
320 4.7450 2011-02-13 6.02670 14.0
321 4.9848 2011-02-20 1.09370 14.0
322 5.2429 2011-02-27 5.34090 14.0
323 5.3107 2011-03-06 4.29060 14.0
324 5.5456 2011-03-13 6.86140 14.0
325 5.6181 2011-03-20 6.71190 14.0
326 5.6648 2011-03-27 7.01350 14.0
327 5.6326 2011-04-03 7.26700 14.0
328 5.7413 2011-04-10 9.25000 14.0
329 5.7310 2011-04-17 7.36030 14.0
330 5.6897 2011-04-24 9.62540 14.0
331 5.8051 2011-05-01 9.68150 14.0
332 5.6844 2011-05-08 14.67800 14.0
333 5.7530 2011-05-15 9.46050 14.0
334 5.7696 2011-05-22 10.65700 14.0
335 5.8255 2011-05-29 12.23400 14.0
336 5.8422 2011-06-05 12.08500 14.0
337 5.9016 2011-06-12 5.82010 14.0
338 5.8791 2011-06-19 12.82400 14.0
339 5.9407 2011-06-26 15.17000 14.0
340 5.9502 2011-07-03 11.82400 14.0
341 5.8969 2011-07-10 10.83500 14.0
342 5.9582 2011-07-17 12.44000 14.0
343 6.1421 2011-07-24 12.59700 14.0
344 6.0970 2011-07-31 15.59200 14.0
345 6.1043 2011-08-07 12.65400 14.0
346 6.1677 2011-08-14 13.57600 14.0
347 6.3980 2011-08-21 15.59100 14.0
348 6.4571 2011-08-28 12.29000 14.0
349 6.0783 2011-09-04 15.58600 14.0
350 6.5784 2011-09-11 14.65100 14.0
351 6.5329 2011-09-18 8.72590 14.0
352 6.5395 2011-09-25 14.24400 14.0
353 6.8765 2011-10-02 14.41700 14.0
354 6.5151 2011-10-09 15.62400 14.0
355 6.5328 2011-10-16 10.04000 14.0
356 6.7127 2011-10-23 11.33300 14.0
357 7.0375 2011-10-30 11.93500 14.0
358 7.1903 2011-11-06 6.52240 14.0
359 8.4702 2011-11-13 7.77260 14.0
360 9.5075 2011-11-20 5.02910 14.0
361 9.3919 2011-11-27 13.07300 14.0
362 8.3426 2011-12-04 7.68420 14.0
363 6.9961 2011-12-11 5.19810 14.0
364 6.2100 2011-12-18 0.97878 14.0
365 6.0532 2011-12-25 10.49000 14.0
366 3.5866 2011-01-01 6.52710 16.0
367 3.6081 2011-01-08 6.77050 16.0
368 3.5889 2011-01-15 6.61410 16.0
369 3.9475 2011-01-22 -2.94440 16.0
370 3.8560 2011-01-29 -2.92900 16.0
371 4.0730 2011-02-05 12.74800 16.0
372 4.6510 2011-02-12 8.91900 16.0
373 5.0101 2011-02-19 4.43910 16.0
374 4.8702 2011-02-26 8.58090 16.0
375 5.2720 2011-03-05 1.56630 16.0
376 5.5106 2011-03-12 7.94470 16.0
377 5.6273 2011-03-19 -0.25485 16.0
378 5.6357 2011-03-26 4.11280 16.0
379 5.6058 2011-04-02 12.88700 16.0
380 5.6570 2011-04-09 6.34800 16.0
381 5.6360 2011-04-16 9.44190 16.0
382 5.6088 2011-04-23 12.37300 16.0
383 5.6481 2011-04-30 11.40200 16.0
384 5.6099 2011-05-07 14.48400 16.0
385 5.6895 2011-05-14 5.68590 16.0
386 5.6614 2011-05-21 8.36570 16.0
387 5.6061 2011-05-28 11.03900 16.0
388 5.6570 2011-06-04 13.10300 16.0
389 5.6595 2011-06-11 7.56720 16.0
390 5.6647 2011-06-18 12.02400 16.0
391 5.6749 2011-06-25 11.43100 16.0
392 5.6809 2011-07-02 8.75940 16.0
393 5.6509 2011-07-09 13.06100 16.0
394 5.6534 2011-07-16 14.96000 16.0
395 5.6758 2011-07-23 10.06100 16.0
396 5.8929 2011-07-30 11.76200 16.0
397 5.8423 2011-08-06 12.56800 16.0
398 5.8163 2011-08-13 16.93200 16.0
399 5.8350 2011-08-20 14.82700 16.0
400 5.8429 2011-08-27 12.14800 16.0
401 5.8970 2011-09-03 17.19700 16.0
402 5.8458 2011-09-10 18.45800 16.0
403 5.9711 2011-09-17 13.07600 16.0
404 5.9550 2011-09-24 13.19300 16.0
405 6.1380 2011-10-01 20.17800 16.0
406 6.0951 2011-10-08 10.92600 16.0
407 5.9874 2011-10-15 9.64180 16.0
408 6.1145 2011-10-22 11.71200 16.0
409 6.1598 2011-10-29 7.32770 16.0
410 6.1276 2011-11-05 11.15600 16.0
411 6.2428 2011-11-12 11.30000 16.0
412 6.2374 2011-11-19 10.77100 16.0
413 7.8198 2011-11-26 6.81090 16.0
414 8.4979 2011-12-03 9.11540 16.0
415 7.0908 2011-12-10 3.52720 16.0
416 6.3069 2011-12-17 0.32245 16.0
417 6.1082 2011-12-24 5.40000 16.0
418 6.1375 2011-12-31 11.93100 16.0
419 3.5696 2011-01-07 0.44508 18.0
420 3.0958 2011-01-14 8.43040 18.0
421 3.8281 2011-01-21 -2.26530 18.0
422 3.7336 2011-01-28 1.33950 18.0
423 3.6466 2011-02-04 10.18700 18.0
424 4.4241 2011-02-11 6.91330 18.0
425 4.7528 2011-02-18 5.30300 18.0
426 4.6170 2011-02-25 10.40700 18.0
427 5.1216 2011-03-04 3.63990 18.0
428 5.3997 2011-03-11 5.49690 18.0
429 5.4961 2011-03-18 2.12060 18.0
430 5.4625 2011-03-25 5.66700 18.0
431 5.4426 2011-04-01 12.13400 18.0
432 5.4857 2011-04-08 6.11440 18.0
433 5.5036 2011-04-15 9.85800 18.0
434 5.5052 2011-04-22 11.39300 18.0
435 5.5101 2011-04-29 9.54510 18.0
436 5.4935 2011-05-06 12.99600 18.0
437 5.5244 2011-05-13 8.83800 18.0
438 5.5015 2011-05-20 8.81900 18.0
439 5.5059 2011-05-27 10.80500 18.0
440 5.5142 2011-06-03 11.08700 18.0
441 5.5896 2011-06-10 7.20970 18.0
442 5.5319 2011-06-17 10.11400 18.0
443 5.5354 2011-06-24 11.29400 18.0
444 5.5589 2011-07-01 11.43900 18.0
445 5.5371 2011-07-08 13.29700 18.0
446 5.5686 2011-07-15 11.61900 18.0
447 5.5670 2011-07-22 12.73800 18.0
448 5.6439 2011-07-29 14.95600 18.0
449 5.6940 2011-08-05 16.48600 18.0
450 5.6338 2011-08-12 16.06000 18.0
451 5.6322 2011-08-19 11.38900 18.0
452 5.6545 2011-08-26 10.69200 18.0
453 5.7226 2011-09-02 14.71100 18.0
454 5.7256 2011-09-09 14.09600 18.0
455 5.7185 2011-09-16 13.03500 18.0
456 5.7454 2011-09-23 11.81800 18.0
457 5.8026 2011-09-30 14.49800 18.0
458 5.8097 2011-10-07 10.76800 18.0
459 5.7557 2011-10-14 13.91800 18.0
460 5.8051 2011-10-21 8.84760 18.0
461 5.8297 2011-10-28 8.37600 18.0
462 5.7679 2011-11-04 12.57400 18.0
463 5.8322 2011-11-11 11.26200 18.0
464 5.8059 2011-11-18 11.11100 18.0
465 5.8491 2011-11-25 12.91700 18.0
466 7.4509 2011-12-02 2.43560 18.0
467 7.1933 2011-12-09 5.87070 18.0
468 6.3294 2011-12-16 2.31850 18.0
469 5.8866 2011-12-23 11.12900 18.0
470 6.1258 2011-12-30 4.78220 18.0
471 3.6297 2011-01-06 2.92880 20.0
472 3.3468 2011-01-13 9.59030 20.0
473 3.8969 2011-01-20 -1.45990 20.0
474 3.8649 2011-01-27 3.49050 20.0
475 3.7189 2011-02-03 6.15450 20.0
476 4.5689 2011-02-10 8.87270 20.0
477 4.8594 2011-02-17 4.61980 20.0
478 4.8374 2011-02-24 7.66730 20.0
479 5.2294 2011-03-03 -0.73976 20.0
480 5.3550 2011-03-10 9.08700 20.0
481 5.5199 2011-03-17 6.57230 20.0
482 5.5185 2011-03-24 4.21580 20.0
483 5.5391 2011-03-31 9.55530 20.0
484 5.5010 2011-04-07 10.24900 20.0
485 5.5107 2011-04-14 8.15550 20.0
486 5.5052 2011-04-21 9.75940 20.0
487 5.5200 2011-04-28 6.43770 20.0
488 5.5096 2011-05-05 10.70900 20.0
489 5.5201 2011-05-12 9.11810 20.0
490 5.5574 2011-05-19 8.26810 20.0
491 5.5375 2011-05-26 11.65000 20.0
492 5.5331 2011-06-02 13.10500 20.0
493 5.5330 2011-06-09 11.09500 20.0
494 5.5517 2011-06-16 12.63000 20.0
495 5.5645 2011-06-23 12.66100 20.0
496 5.5771 2011-06-30 9.57130 20.0
497 5.5920 2011-07-07 13.84300 20.0
498 5.5822 2011-07-14 10.93200 20.0
499 5.6023 2011-07-21 13.44100 20.0
500 5.6408 2011-07-28 13.41700 20.0
501 5.6308 2011-08-04 14.81500 20.0
502 5.6300 2011-08-11 16.33900 20.0
503 5.6460 2011-08-18 10.04300 20.0
504 5.6596 2011-08-25 11.87600 20.0
505 5.6706 2011-09-01 11.71000 20.0
506 5.6735 2011-09-08 11.84600 20.0
507 5.6815 2011-09-15 12.17800 20.0
508 5.6948 2011-09-22 11.90200 20.0
509 5.6955 2011-09-29 17.07200 20.0
510 5.7011 2011-10-06 13.21700 20.0
511 5.7241 2011-10-13 12.01300 20.0
512 5.7566 2011-10-20 3.75340 20.0
513 5.7440 2011-10-27 8.76700 20.0
514 5.7583 2011-11-03 13.96900 20.0
515 5.7599 2011-11-10 13.03200 20.0
516 5.7876 2011-11-17 8.26000 20.0
517 5.7958 2011-11-24 12.02100 20.0
518 5.8690 2011-12-01 9.64050 20.0
519 7.2601 2011-12-08 4.99180 20.0
520 6.4506 2011-12-15 3.73240 20.0
521 5.9143 2011-12-22 12.69300 20.0
522 6.2010 2011-12-29 7.12550 20.0
523 3.7158 2011-01-05 5.66070 22.0
524 3.3825 2011-01-12 4.42930 22.0
525 3.9394 2011-01-19 0.04384 22.0
526 3.8967 2011-01-26 5.33010 22.0
527 3.8006 2011-02-02 4.74030 22.0
528 4.6272 2011-02-09 6.48010 22.0
529 4.8906 2011-02-16 5.92770 22.0
530 4.8437 2011-02-23 7.15490 22.0
531 5.2401 2011-03-02 1.52250 22.0
532 5.2371 2011-03-09 6.46400 22.0
533 5.4725 2011-03-16 6.49500 22.0
534 5.5676 2011-03-23 4.01320 22.0
535 5.5634 2011-03-30 10.23300 22.0
536 5.5158 2011-04-06 12.10300 22.0
537 5.5711 2011-04-13 5.66120 22.0
538 5.5681 2011-04-20 7.94430 22.0
539 5.5749 2011-04-27 9.66080 22.0
540 5.5829 2011-05-04 5.13940 22.0
541 5.5900 2011-05-11 12.00800 22.0
542 5.5885 2011-05-18 13.42900 22.0
543 5.6147 2011-05-25 7.96200 22.0
544 5.6210 2011-06-01 8.94920 22.0
545 5.6379 2011-06-08 10.58700 22.0
546 5.6279 2011-06-15 14.82200 22.0
547 5.6317 2011-06-22 13.28300 22.0
548 5.6570 2011-06-29 10.09900 22.0
549 5.6468 2011-07-06 14.30500 22.0
550 5.6739 2011-07-13 13.44700 22.0
551 5.6677 2011-07-20 13.27900 22.0
552 5.6808 2011-07-27 16.17600 22.0
553 5.6797 2011-08-03 15.40500 22.0
554 5.7022 2011-08-10 11.20800 22.0
555 5.7044 2011-08-17 10.92000 22.0
556 5.7113 2011-08-24 13.57000 22.0
557 5.7130 2011-08-31 12.35700 22.0
558 5.7259 2011-09-07 13.77500 22.0
559 5.7374 2011-09-14 13.05900 22.0
560 5.7435 2011-09-21 11.50800 22.0
561 5.7419 2011-09-28 15.44600 22.0
562 5.7606 2011-10-05 15.41900 22.0
563 5.7488 2011-10-12 12.46600 22.0
564 5.7847 2011-10-19 8.04520 22.0
565 5.7825 2011-10-26 9.85760 22.0
566 5.7979 2011-11-02 9.94480 22.0
567 5.7828 2011-11-09 9.83490 22.0
568 5.8190 2011-11-16 7.18460 22.0
569 5.8245 2011-11-23 3.36370 22.0
570 5.8462 2011-11-30 6.19500 22.0
571 6.8035 2011-12-07 5.57610 22.0
572 6.6398 2011-12-14 5.46150 22.0
573 5.8833 2011-12-21 6.02540 22.0
574 6.0826 2011-12-28 8.87860 22.0
575 3.7401 2011-01-04 -0.87434 24.0
576 3.2508 2011-01-11 7.57030 24.0
577 3.8161 2011-01-18 4.65410 24.0
578 3.8529 2011-01-25 7.24100 24.0
579 3.7638 2011-02-01 2.03130 24.0
580 4.5356 2011-02-08 4.28250 24.0
581 4.6182 2011-02-15 2.09610 24.0
582 4.7871 2011-02-22 4.52120 24.0
583 5.1305 2011-03-01 4.09410 24.0
584 5.2040 2011-03-08 -0.97393 24.0
585 5.4503 2011-03-15 5.77950 24.0
586 5.4623 2011-03-22 4.84410 24.0
587 5.4744 2011-03-29 4.10630 24.0
588 5.4610 2011-04-05 10.80000 24.0
589 5.4958 2011-04-12 7.07030 24.0
590 5.4913 2011-04-19 9.72580 24.0
591 5.4967 2011-04-26 11.22400 24.0
592 5.5384 2011-05-03 7.08340 24.0
593 5.5223 2011-05-10 10.99000 24.0
594 5.5361 2011-05-17 12.02200 24.0
595 5.5549 2011-05-24 9.37830 24.0
596 5.5721 2011-05-31 7.85870 24.0
597 5.5697 2011-06-07 9.30420 24.0
598 5.5709 2011-06-14 10.07000 24.0
599 5.5695 2011-06-21 15.00500 24.0
600 5.5792 2011-06-28 13.74500 24.0
601 5.5783 2011-07-05 17.47700 24.0
602 5.5969 2011-07-12 15.32100 24.0
603 5.6055 2011-07-19 13.27000 24.0
604 5.6135 2011-07-26 11.90700 24.0
605 5.6078 2011-08-02 17.43300 24.0
606 5.6343 2011-08-09 13.26100 24.0
607 5.6386 2011-08-16 13.34400 24.0
608 5.6365 2011-08-23 16.62600 24.0
609 5.6493 2011-08-30 13.30700 24.0
610 5.6607 2011-09-06 14.72500 24.0
611 5.6561 2011-09-13 14.77800 24.0
612 5.6629 2011-09-20 15.70200 24.0
613 5.6921 2011-09-27 11.22700 24.0
614 5.6948 2011-10-04 13.29700 24.0
615 5.6826 2011-10-11 16.68600 24.0
616 5.7206 2011-10-18 7.88400 24.0
617 5.7105 2011-10-25 13.14200 24.0
618 5.6953 2011-11-01 13.24000 24.0
619 5.7325 2011-11-08 10.43400 24.0
620 5.7176 2011-11-15 9.17300 24.0
621 5.7275 2011-11-22 9.06990 24.0
622 5.7293 2011-11-29 12.74600 24.0
623 5.7733 2011-12-06 4.43310 24.0
624 6.7186 2011-12-13 9.05250 24.0
625 5.8346 2011-12-20 7.67070 24.0
626 5.9464 2011-12-27 10.47900 24.0
; głębokość 2; 
; głębokość 3; 
i głębokość 4; 
. Analiza zależności wewnątrz Y względem X dała typowy model postaci
. Zdecydowałem się dodać kolejny termin AR do szumu w celu bardziej ogólnego wyrażenia. Wszystkie cztery przykłady są pod znacznym wpływem anomalii, więc można argumentować / sugerować, że należy kontynuować serie skorygowane na wartości odstające lub serie z szorowaniem interwencyjnym, tj. „Serie oczyszczone”. Dla celów prezentacji nie zostało to zrobione. Teraz przystąpiliśmy do oszacowania „typowego modelu” dla każdego z 4 zestawów danych ORAZ dla kompozytu. To przyniosło 
. Test F jest po prostu testem Chow dla stałych parametrów
„Podobieństwo” zależy od problemu. Z tego, co piszesz, mam wrażenie, że oszacowanie widm krzyżowych i spójności może być dobrym sposobem na kontynuację, przynajmniej jeśli twoje szeregi są nieruchome i wystarczająco długie. Inne referencje, które mogą mi się przydać i mogą być lub nie być związane z Twoim problemem:
źródło
Widma krzyżowe to tylko transformata Fouriera funkcji korelacji krzyżowej. Korelacja krzyżowa powinna być wysoka przy opóźnieniu 0 i może spaść wraz ze wzrostem różnicy czasu między seriami. Należy to zrobić, jeśli obie serie są nieruchome. Jeśli występują trendy lub sezonowe zmiany temperatury, można dopasować trendy czasowe lub funkcje cosinus do dwóch serii i poszukać podobieństw we współczynnikach modelu. W przypadku serii stacjonarnych to samo można zrobić dla dopasowanych modeli ARMA. Czy najlepiej pasujące serie mają te same zamówienia p i q? Jeśli tak, to jak blisko są oszacowania parametrów?
źródło