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2009 Nov 08
0
trend thresholds on time series
Dear all,
I have several response variables estimated from some simulations,
and I would like to identify the thresholds for trend changes.
Fro example, below I forced two different response behaviours
and on x is time unit.
x<-1:1500
y<-x/exp(x^0.2)
smaller15<-y[y<15]
y<-ifelse(y<15,y+rnorm(length(smaller15)), 15+rnorm(1000-length(smaller15),
0, 0.9))
myDF1<-data.frame(cbind(x,y))
plot(y~x, data=myDF1)
k1<-1:10
l1<- -65*k1*k1+750*k1-500
k2<-12:25
l2<-2.6299*k2*k2- 104.39*k2 + 1000
myDF2<-data.frame(cbind(k=c(k1,k2),l=c(l1,l...