A test for a regime shift

被引：25

作者：

Solow, AR ^{[1
]}

Beet, AR ^{[1
]}

机构：

[1] Woods Hole Oceanog Inst, Marine Policy Ctr, Woods Hole, MA 02543 USA

来源：

FISHERIES OCEANOGRAPHY | 2005年 / 14卷 / 03期

关键词：

bootstrap; North Sea; regime shift; vector autoregressive process;

D O I：

10.1111/j.1365-2419.2005.00329.x

中图分类号：

S9 [水产、渔业];

学科分类号：

0908 ;

摘要：

This note describes a formal statistical approach to testing for a regime shift based on population time series for a system of interacting species or groups. Under this approach, a regime shift is said to occur if the system switches abruptly from varying around one locally stable steady state to varying around another. This allows the problem to be formulated as testing for a changepoint in a vector autoregressive process. The test is illustrated using data from the North Sea covering the period 1963-97.

引用

页码：236 / 240

页数：5

共 13 条

[1]

ABRAHAM B, 1980, BIOMETRIKA, V67, P73

[2] A NOTE ON REPARAMETERIZING A VECTOR AUTOREGRESSIVE MOVING AVERAGE MODEL TO ENFORCE STATIONARITY [J].

ANSLEY, CF ;

KOHN, R .

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1986, 24 (02) :99-106

[3]

Azzalini A., 1996, Statistical inference: Based on the likelihood

[4] INTERVENTION ANALYSIS WITH APPLICATIONS TO ECONOMIC AND ENVIRONMENTAL PROBLEMS [J].

BOX, GEP ;

TIAO, GC .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (349) :70-79

[5]

Efron E., 1993, INTRO BOOTSTRAP

[6] Effects of interdecadal climate variability on the oceanic ecosystems of the NE Pacific [J].

Francis, RC ;

Hare, SR ;

Hollowed, AB ;

Wooster, WS .

FISHERIES OCEANOGRAPHY, 1998, 7 (01) :1-21

[7] Empirical evidence for North Pacific regime shifts in 1977 and 1989 [J].

Hare, SR ;

Mantua, NJ .

PROGRESS IN OCEANOGRAPHY, 2000, 47 (2-4) :103-145

[8]

May RM., 2001, STABILITY COMPLEXITY

[9] Climate-ocean variability and ecosystem response in the northeast Pacific [J].

McGowan, JA ;

Cayan, DR ;

Dorman, LM .

SCIENCE, 1998, 281 (5374) :210-217

[10] A regime shift in the North Sea circa 1988 linked to changes in the North Sea horse mackerel fishery [J].

Reid, PC ;

Borges, MD ;

Svendsen, E .

FISHERIES RESEARCH, 2001, 50 (1-2) :163-171

← 1 2 →