[ncl-talk] plot lead/lag correlation with statistical significance

[Sujata Mandke]

Respected Dennis Shea sir, 




I have included all your suggestions in the ncl script (modified ncl script is attached). 




The correlation plot using this ncl script is also attached. 




For statistical significance - T he estimate of number of independent values 

using " [ http://www.ncl.ucar.edu/Document/Functions/Built-in/equiv_sample_size.shtml | equiv_sample_size ] " for snow over Eurasia =64 and for SST over 

East Pacific =7 . Minimum of the two, that is 7 is used for statistical significance 

testing using "rtest". Probability values representing statistical significance of 

correlation (for maximum lag=12) are high (ascii file for the same is 

attached for total lag=12*2+1) and therefore none is 

significant (not even near significance). 




Does this indicate that none of the correlation is statistically 

significant or there is a problem in the way it is estimated? 

With best regards 

Dr. Sujata Mandke 

scientist, IITM,PUNE, INDIA 


From: "Dennis Shea" <shea at ucar.edu> 
To: "S.Amin" <amin at tropmet.res.in> 
Cc: "ncl-talk" <ncl-talk at ucar.edu> 
Sent: Wednesday, November 21, 2018 3:34:30 AM 
Subject: Re: [ncl-talk] plot lead/lag correlation with statistical significance 

My opinion: 

[1] You should remove the climatological annual cycle from each dataset. 

[ http://www.ncl.ucar.edu/Document/Functions/Contributed/clmMonTLL.shtml | http://www.ncl.ucar.edu/Document/Functions/Contributed/clmMonTLL.shtml ] 
[ http://www.ncl.ucar.edu/Document/Functions/Contributed/calcMonAnomTLL.shtml | http://www.ncl.ucar.edu/Document/Functions/Contributed/calcMonAnomTLL.shtml ] 


[2] Typically, the 'swe' file contains a _FillValue (-999.0) when there is no snow cover. I suggest setting this to 0.0. 

sn= in1->swe(iStrt:iLast,{50:70},{20:140}) ;only specific region averaged over total Eurasia 
sneu r= wgt_areaave_Wrap (sn,1.0,1.0,0);;;create area averaged snow over Eurasia 
sneur = where ( ismissing (sneur), 0.0, sneur) 
printVarSummary (sneur) 
p rintMinMax( sneur,0) 
print("---") 
ymd := cd_calendar (sneur&time, -2) ; yyyymmdd 
print(ymd+" "+sneur) 
print("---") 

[3] You *know* the climatology. You want to know the feedback of sst/sneur anomalies on each other. 
Use the anomalies in the correlation calculations. 

[4] There are statistical issues. EG: the number of independent values to be used in the testing. 

Typically, successive monthly values of SST or SNE are not independent. If (say) a January SNEUR is very large, then the February SNE will likely be large also. So estimating the number of independent values is an issue. 

[ http://www.ncl.ucar.edu/Document/Functions/Built-in/equiv_sample_size.shtml | http://www.ncl.ucar.edu/Document/Functions/Built-in/equiv_sample_size.shtml ] 

Estimate for the SNEUR/SST anomalies separately. Use the smaller value. 

[5] I am sure the IITM has staff members who know more about statistical testing/inference than ncl-talk. I suggest talking with them. 

Good luck 

On Tue, Nov 20, 2018 at 6:13 AM Sujata Mandke < [ mailto:amin at tropmet.res.in | amin at tropmet.res.in ] > wrote: 


Dear NCL community, 
Greetings! 
I have ploted lag/lead correlation (cc) between two area-averaged 
(Eurasian snow and East Pacific SST) monthly time series as xy plot (line). 
Further, I want to indicate which part of cc is statistically 
significant on this line using line markers. 

I had tested statistical significance of cc using “rtest”. 
In the ncl script(attached), I have plotted line for 
lead/lag correlation. How to mark part of this cc (line), 
which is statistically significant by using line markers. 

My questions are: 
(i) Is my statistical significance testing correct? 

(ii) how to indicate those points (by marker or any other way), 
that are statistically significant on the lead/lag cc line plot. 

I had extensively searched NCL-talk archives but 
did not find solution to my problem. My guess is that, 
i had to use “where” function and then gsn_add_polymareker, 
but do not know how to implement this in the ncl script. 
I am using NCL version 6.4.0 on linux machine. 

Any suggestion would be of great help. 
Many thanks in advance. 
With best regards 
Dr. Sujata Mandke 
Scientist, Indian Institute of Tropical Meteorology 
PUNE, INDIA_______________________________________________ 
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