A SAS-IML PROGRAM FOR IMPLEMENTING 2-PHASE REGRESSION-ANALYSIS OF GEOPHYSICAL TIME-SERIES DATA

Authors
DUNNIGAN GM HAMMEN JL HARRIS TR
Citation
Gm. Dunnigan et al., A SAS-IML PROGRAM FOR IMPLEMENTING 2-PHASE REGRESSION-ANALYSIS OF GEOPHYSICAL TIME-SERIES DATA, Computers & geosciences, 23(7), 1997, pp. 763-770
Citations number
12
Categorie Soggetti
Mathematical Method, Physical Science","Geosciences, Interdisciplinary","Computer Science Interdisciplinary Applications
Journal title
Computers & geosciences → ACNP
ISSN journal
00983004
Volume
23
Issue
7
Year of publication
1997
Pages
763 - 770
Database
ISI
SICI code
0098-3004(1997)23:7<763:ASPFI2>2.0.ZU;2-P
Abstract
Two-phase regression analysis has been shown to have utility in geophy sical time series analysis. Based on linear regression, the technique operates by locating a change point, if one exists, where a significan t change in slope occurs. The timing of the break can then be associat ed with natural and anthropogenic variables which are thought to impac t the behavior of the dependent variable. The technique is not widely available in commercial statistical packages. A SAS Interactive Matrix Language program is presented here to implement the technique. (C) 19 97 Elsevier Science Ltd.