This work proposes an adjacent-category autoregressive model for time series of ordinal variables. We apply this model to dendrochronological records to study the effect of climate on the intensity of spruce budworm defoliation during outbreaks in two sites in eastern Canada. The model's parameters are estimated using the maximum likelihood approach. We show that this estimator is consistent and asymptotically Gaussian distributed. We also propose a Portemanteau test for goodness-of-fit. Our study shows that the seasonal ranges of maximum daily temperatures in the spring and summer have a significant quadratic effect on defoliation. The study reveals that for both regions, a greater range of summer daily maximum temperatures is associated with lower levels of defoliation up to a threshold estimated at 22.7C (CI of 0-39.7C at 95%) in T\'emiscamingue and 21.8C (CI of 0-54.2C at 95%) for Matawinie. For Matawinie, a greater range in spring daily maximum temperatures increased defoliation, up to a threshold of 32.5C (CI of 0-80.0C). We also present a statistical test to compare the autoregressive parameter values between different fits of the model, which allows us to detect changes in the defoliation dynamics between the study sites in terms of their respective autoregression structures.
翻译:本文提出了一种适用于序次型变量时间序列的相邻类别自回归模型。我们将该模型应用于树木年轮记录,研究气候对加拿大东部两个地点云杉芽虫爆发期间食叶强度的影响。模型参数采用最大似然法进行估计,并证明该估计量具有相合性和渐近正态分布。我们还提出了一种用于拟合优度检验的Portmanteau检验。研究表明,春夏季日最高气温的季节性变幅对食叶强度具有显著的二次效应。分析显示,在两个研究区域中,夏季日最高气温变幅越大,食叶水平越低,其阈值在泰米斯卡曼格地区估计为22.7°C(95%置信区间:0-39.7°C),在马塔维尼地区为21.8°C(95%置信区间:0-54.2°C)。对于马塔维尼地区,春季日最高气温变幅增大则会提高食叶水平,阈值达32.5°C(95%置信区间:0-80.0°C)。我们还提出了一种统计检验方法,用于比较不同模型拟合间的自回归参数值,从而能够检测研究站点间食叶动态(就其各自的自回归结构而言)的变化。