[R] partial autocorrelation for Rt vs. Nt-1, ......., Nt-h

[Scott Newey]

Dear list, following a previous querry we are still stuck!

As pointed out by Erin Hodges the "ts" library includes a PACF function
which reports the partial correlation of population density at time t
against lagged population density.

However, what we are trying to calculate is the partial correlation between
rate of population change, Rt=log Nt/Nt-1, against lagged population
densities. Which is the partial rate correlation function propsed by
Berryman & Turchin (1999).

The list archives give show methods for estimating partial correlation for 2
or 3 variables only. Could any list member please suggest how this could be
done for more variables, say Nt-1 to Nt-10.

Thank you,
Scott
=============================================

Hello Tomas!

There are functions for pacf and plot.acf.

They are in library(ts)

Hope this helps!

Sincerely,
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: hodgess at gator.uhd.edu

To: R-help at stat.math.ethz.ch
Date: Sat, 28 Feb 2004 19:52:33 +0100
Subject: [R] Stepwise regression and partial correlation for wildlife census
	time series

Dear List;

We are doing a time series analysis of wildlife census data. We use a
stepwise regression of the annual per capita rate of increase against
pervious years population size (log transformed) as suggested by
Berryman & Turchin (2001, Oikos 92:265-270).

How can we obtain the partial correlation coefficients in R to make a
plot of them against the lag as in a standard PACF?

Yours Sincerely

Tomas Willebrand