[R] harmonic function fiting? how to do

vito muggeo vmuggeo at dssm.unipa.it
Tue Feb 10 13:32:28 CET 2009

dear Yogesh
It appears that your model based on parametric terms is too inflexible..

A better alternative to parametric harmonic terms is a spline-based 
approach, may be cyclic splines.. Have a look to the mgcv package..


Yogesh Tiwari ha scritto:
> Dear R Users,
> I have a CO2 time series. I want to fit this series seasonal cycle and trend
> with fourth harmonic function,
> and then compute residuals.
> I am doing something like:
> file<-read.csv("co2data.csv")
> names(file)
> attach(file)
> fit<-lm(co2~1+time+I(time^2)+sin(2*pi*time)+cos(2*pi*time)+sin(4*pi*time)+cos(4*pi*time)+
> sin(6*pi*time)+cos(6*pi*time)+sin(8*pi*time)+cos(8*pi*time),data=file)
> fit$residuals
> # variable 'co2' is in ppmv and variable 'time' is in the form of decimal
> time.
> The problem is: when I plot above residuals vs. time, it still shows some
> seasonal cycle with time.
> SO, I doubt that I am doing something wrong.
> Kindly help, how to fit correctly, a fourth harmonic function on CO2 which
> is varying with variable 'time'.
> Great thanks,
> Regards,
> Yogesh

Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Università di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 6626240
fax: 091 485726/485612

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