[R] comparing segments of a time series

Tony Marlboro junkmail at yovo.org
Thu Aug 21 20:09:21 CEST 2003


	I have a time series of 38 wintertime average snow depths
measured at a particular meteorological station.  The data appear to
undergo a "climate shift" in the early 1980s:  before the shift the
mean and sd are 152 +/- 58, after the shift 92 +/- 36.  The
distribution is not normal; there's a hard limit at zero of course and
there are outlier years with very high snowfall.  I don't feel
justified making a log transformation on the data, so I'd rather use
distribution-free methods.

	I would like to have statistical justification for the
statement that the snow depth in the second period is less than in the
first half, and that the variability decreased as well.  For the
difference in central measures, I am using the (unpaired) wilcox.test,
but I really have no idea how to address the question of changes in
variability using nonparametric means.  Any ideas?


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