[R] Checking whether a time series is stationary with irregular spaced data

Worthington, Thomas A thomas.worthington at okstate.edu
Thu Jul 3 00:26:54 CEST 2014


I attempting to model the relationship between water temperature and air temperature. The seasonal component of the temperature time series has been modeled using a sinusoidal function, leaving the air and water temperature residuals. I want to model the relationship with 

M5<- gls(Water ~ Air +Air1 +Air2, correlation = corCAR1(form =~ Date))

Where Water is the water temperature residual, Air is the air temperature residuals at 1 and 2 day lags. I have included an autocorrelation structure that takes into account the fact that the water temperature were taken at irregular spaced intervals. 

I would like to test whether the time series is stationary, I found a blog post that used the following graphical methods and tests (Cent_Water is the water temperature centered by subtracting the mean value)

Acf(Cent_Water)
Pacf(Cent_Water)
Box.test(Cent_Water, lag=20, type="Ljung-Box")
adf.test(Cent_Water, alternative="stationary")
kpss.test(Cent_Water)

Are these methods useable with irregular spaced data as I believe it is not possible to use Acf?

Any suggestions would be greatly appreciated

Best wishes
Tom   



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