R: Nile overflow data

nile {pracma} | R Documentation

## Nile overflow data

### Description

Nile overflow data 1871–1984, gathered mostly by H. E. Hurst.

### Usage

    data("nile")

### Format

A data frame with 114 years of observations during the months Jan to Dec.

### Details

Monthly flow data taken at the Dongola measurement station just upstream from the high dam at Aswan.

### References

R. Weron (2001). Estimating long range dependence: finite sample properties and confidence intervals. arXiv.org:cond-mat0103510.pdf .

### Examples

    data(nile)                      # loads "nile" data frame
    ## Not run:
    nile_dt <- nile[, 2:13]         # erase the "years" column

    # plot all years in one figure
    plot(ts(nile_dt), plot.type="single")

    # merge all years in one time series
    nile_ts <- ts( c(t(nile[, 2:13])), frequency = 12, start = c(1871, 1) )

    # aggregated flow per year
    nile_flow <- apply(nile_dt, 1, sum)

    plot(ts(nile_flow, frequency = 1, start = 1871) / 1000,
         col = "darkblue", lwd = 2.0,
         main = "Nile flows 1871 - 1984", ylab = "Flow / 1000")
    grid()

    # Hurst exponent of yearly Nile flow
    hurstexp(nile_flow)
    # Simple R/S Hurst estimation:         0.7348662
    # Corrected R over S Hurst exponent:   1.041862
    # Empirical Hurst exponent:            0.6975531
    # Corrected empirical Hurst exponent:  0.7136607
    # Theoretical Hurst exponent:          0.5244148

    ## End(Not run)

[Package pracma version 2.0.4 Index]