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nmfs-ost / ss3-doc

Source code for the Stock Synthesis manual and other documentation
https://nmfs-ost.github.io/ss3-website/
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document new reported autocorrelation feature #17

Closed k-doering-NOAA closed 3 months ago

k-doering-NOAA commented 3 years ago

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 https://github.com/nmfs-stock-synthesis/stock-synthesis/issues/65#issuecomment-722533749

See https://github.com/nmfs-stock-synthesis/stock-synthesis/issues/65 for full thread on feature

k-doering-NOAA commented 3 years ago

too much detail for the manual, so no additions.

iantaylor-NOAA commented 1 year ago

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 https://github.com/nmfs-stock-synthesis/stock-synthesis/issues/65#issuecomment-722533707, 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.

e-perl-NOAA commented 3 months ago

See PR #246 on additions to output to include est_rho and D-W statistic.