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document new reported autocorrelation feature #17

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k-doering-NOAA opened this issue Jan 27, 2021 · 2 comments
Open

document new reported autocorrelation feature #17

k-doering-NOAA opened this issue Jan 27, 2021 · 2 comments

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@k-doering-NOAA
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comment from @RickMethot on 2020-09-21:
In Spawn-Recruit, output is:
ERA N RMSE RMSE^2/sigmaR^2 mean_BiasAdj est_rho Durbin-Watson
main 51 0.499639 0.693441 1 0.117993 1.75467
early 10 0.362451 0.364919 1

In parm_dev_details:
Parm_devs_detail report:4
Index Phase MinYr MaxYr N stddev Rho Like_devs Like_se mean rmse var sqrt(var) est_rho D-W
1 4 1972 2021 50 13 0 0.110312 0 0.0465018 0.0664264 0.00225005 0.0474347 0.0221286 1.95646
2 4 1972 2021 50 13 0 0.0291132 0 0.00423782 0.0341252 0.00114657 0.033861 0.159893 1.67088

Originally posted by @k-doering-NOAA in nmfs-ost/ss3-source-code#65 (comment)

See nmfs-ost/ss3-source-code#65 for full thread on feature

@k-doering-NOAA
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too much detail for the manual, so no additions.

@iantaylor-NOAA
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I got a question from @zandjyo (Steve Barbeaux) who was looking for a reference about the reported est_rho and Durbin-Watson statistics included in some of the SS3 output.

We previously concluded that the manual didn't need to go into the weeds on this stuff, and I see that @k-doering-NOAA checked that the values match the results of existing R functions in nmfs-ost/ss3-source-code#65 (comment), but perhaps it's worth adding a sentence to the recruitment and time-varying parameters sections of the manual that says something like "The lag-1 autocorrelation and Durbin-Watson statistics are reported in the 'est_rho' and 'Durbin-Watson' columns" ("D-W" in the case of time-varying parameters).

We could also add the references to these papers which I found via https://en.wikipedia.org/wiki/Durbin%E2%80%93Watson_statistic:
Durbin, J.; Watson, G. S. (1950). "Testing for Serial Correlation in Least Squares Regression, I". Biometrika. 37 (3–4): 409–428. https://doi.org/10.1093%2Fbiomet%2F37.3-4.409.
Durbin, J.; Watson, G. S. (1951). "Testing for Serial Correlation in Least Squares Regression, II". Biometrika. 38 (1–2): 159–179. https://doi.org/10.1093%2Fbiomet%2F38.1-2.159.

@iantaylor-NOAA iantaylor-NOAA reopened this Jul 7, 2023
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