##SATELLITE SIMULATION source("http://www.climateaudit.org/scripts/satellite.arima.parameters.txt") N<-321 ar1<-test$coef[1] # ma1<- test$coef[2] index<-seq(0,(N-1)/12,1/12) stat<-array(rep(NA,2000),dim=c(1000,2)) for (i in 1:1000) { u<-rnorm(N+200,sd= sqrt(test$sigma2)) y<-arima.sim(n=(N+200),model=list(ar=ar1,ma=ma1), innov=u) y<-y[201:(N+200)] fm<-lm(y~index) A<-summary(fm)$coefficients[2,] stat[i,]<-A[c(1,3)] } hist(stat[,1],breaks=seq(-.025,.025,.0025),col="grey80",main="",xlab="") abline(v=0.0128,col="red") hist(stat[,2],breaks=seq(-25,25,2.5),col="grey80",main="",xlab="") abline(v=1.96, col="red") abline(v= -1.96, col="red") quantile(stat[,1],c(.9,.95,.96,.97,.98,.99)) # 90% 95% 96% 97% 98% 99% #0.008446329 0.010706381 0.011519551 0.012361953 0.013268350 0.014761316 temp<-(abs(stat[,2])>1.96) sum(temp)# 683 quantile(stat[,2],.975) #9.28