ESO754
Homework #3
http://yang.gmu.edu/eos754/html/EOS754-Homework-Problem3.htm
Please download the following data:
· NAO index from
http://www.cpc.ncep.noaa.gov/products/precip/CWlink/pna/norm.nao.monthly.b5001.current.ascii.table (for information on NAO, please visit: http://www.cpc.ncep.noaa.gov/products/precip/CWlink/pna/nao.shtml)
· Monthly Sea Surface Temperature (SST) indices from
http://www.cpc.ncep.noaa.gov/data/indices/sstoi.indices (for information on the data, see http://www.cpc.ncep.noaa.gov/data/indices/) (This is the same data for HW#2.)
Please use the NAO data and the SST Anomaly (SSTA) (the ANOM values in Column 10) from the SST data and perform the following actions (for time period from January 1950 to December 2006 only):
1. Display NINO3.4 SSTA and NAO Index as time series. You may overlay the two indices on one figure. (5 points)
2. Compute autocorrelation coefficients and create the correlogram for each index. (5 points)
3. Compute Pearson correlation coefficient (CC) and find the p-value for the Pearson CC against cc=0. (5 points)
4. Compute
Spearman's rank CC and
5. (Optional) Study the Granger Causality relationship between the two indices. (5 points)
Submission:
Please submit your results by email to yang@yang.gmu.edu (in one file if you have ZIP feature). The file name should like yourLastName_firstName_HW3 (failure to include identifier for your electronic submission may result in point loss). Your submission should have one file for all answers and your programs. If you used a GUI tool without programming, you should give a short description of the tool (if not a common tool) and your major steps to get the results. Your programs and tool descriptions may be shared with other students after the due day. If you have any concern on the distribution, please let the instructor know.
Post Date: April 2, 2008
Due Date: April 16, 2008
Grade: 20+5 points total and 10% contribution to the final score.