[ncl-talk] Question on specx_ci confidence limits

[Sakaguchi, Koichi]

Hi Lyndz and Dennis,

The text book “Statistical Methods in the Atmospheric Sciences” by Daniel Wilks talks about the upper and lower bounds that Dennis described (I checked 2nd edition, chapter 10 Time Series).

https://www.elsevier.com/books/statistical-methods-in-the-atmospheric-sciences/wilks/978-0-12-815823-4?countrycode=US&format=print&utm_source=google_ads&utm_medium=paid_search&utm_campaign=usashoppinglr&gclid=CjwKCAjw4qCKBhAVEiwAkTYsPEtJFMKRw9uQOjJlQKPg7DtFOcKElxtvpbph_-pqlHHDGw3XjcMzNRoCwlAQAvD_BwE&gclsrc=aw.ds


Koichi


From: ncl-talk <ncl-talk-bounces at mailman.ucar.edu> on behalf of Dennis Shea via ncl-talk <ncl-talk at mailman.ucar.edu>
Reply-To: Dennis Shea <shea at ucar.edu>
Date: Monday, September 20, 2021 at 2:59 PM
To: Lyndz <olagueralyndonmark429 at gmail.com>
Cc: Ncl-talk <ncl-talk at ucar.edu>
Subject: Re: [ncl-talk] Question on specx_ci confidence limits

Check twice before you click! This email originated from outside PNNL.

There is no official reference. It was something from an applied math class .

It requires the degrees of freedom and uses the inverse chi-distribution to get the upper and lower bounds.
I am not sure where in the statistical literature this is described.

Sorry

On Mon, Sep 20, 2021 at 11:59 AM Lyndz via ncl-talk <ncl-talk at mailman.ucar.edu<mailto:ncl-talk at mailman.ucar.edu>> wrote:
Dear NCL-experts,

I would like to know the reference used for estimating the lower and upper bounds of the red noise spectrum. These are computed using the specx_ci function:

https://www.ncl.ucar.edu/Document/Functions/Shea_util/specx_ci.shtml<https://gcc02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.ncl.ucar.edu%2FDocument%2FFunctions%2FShea_util%2Fspecx_ci.shtml&data=04%7C01%7CKoichi.Sakaguchi%40pnnl.gov%7C4255eea64ab54a42c8c808d97c81ea0e%7Cd6faa5f90ae240338c0130048a38deeb%7C0%7C0%7C637677719705586712%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=VUpLdjoXk26dadFQ8ZAqXnExJ9fdnZX0%2BNGq93sEIuQ%3D&reserved=0>

According to the description, the lag-1 autocorrelation was used to estimate these lines.

I'll appreciate any help on this.

-Lyndz
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