[ncl-talk] AUtocorrelation between timeseries

[Dennis Shea]

There is no *single*  function that (a) calculates correlation; (b)
calculates the 'effective' degrees of freedom; and (c)  calculates the
significance using (b). However, a function can be written that uses:

(a)
https://www.ncl.ucar.edu/Document/Functions/Built-in/escorc_n.shtml
or
https://www.ncl.ucar.edu/Document/Functions/Built-in/escorc.shtml

(b)
https://www.ncl.ucar.edu/Document/Functions/Built-in/equiv_sample_size.shtml

(c)
https://www.ncl.ucar.edu/Document/Functions/Built-in/rtest.shtml


Good Luck


On Wed, May 24, 2017 at 3:19 AM, Sri Nandini <snandini at marum.de> wrote:

> Hello All
>
> I have been doing correlations and regressions between timeseries and
> would like to understand how NCL treats autocorrelation between
> timeseries.​
>
> Is there any NCL function, which tests for statistical significance of
> correlation coefficients, reduce the degrees of freedom depending on
> autocorrelation? Or detects autocorrelation?
>
> Deeply appreciated
>
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