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RE: st: Trend, Cycles and Seasonality in Time series
I support Maarten's suggestion of a smoothing/filtering approach. The exponential smoothers under -tssmooth- are a step towards simple modelling.
On seasonality, see
SJ-6-3 gr0025 . . . . . . . . . . . . Speaking Stata: Graphs for all seasons
(help cycleplot, sliceplot if installed) . . . . . . . . . N. J. Cox
Q3/06 SJ 6(3):397--419
illustrates producing graphs showing time-series seasonality
That 2006 paper has _just_ become accessible to all on the Stata Journal website following a move of the three-year window.
A sequel is available in
SJ-9-2 gr0037 . . . . . . . . Stata tip 76: Separating seasonal time series
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox
Q2/09 SJ 9(2):321--326 (no commands)
tip on separating seasonal time series
Nick
[email protected]
Maarten buis
--- On Tue, 29/9/09, [email protected] wrote:
> I'm working on terrorism incident data from 1970-2007
> aggregated on daily, weekly, monthly and yearly basis. I'm
> interested to know trend, cycles, and seasonality in the
> data. Can you please tell me some simple but reliable
> procedure in STATA. I would also like to display the trend
> and cycles, seasonality on graph.
You could look at the various filtering techniques out there,
see in Stata the entries returned by -findit filter-, or the
talk by Kit Baum at the 2006 UK Stata Users' Group meeting:
http://ideas.repec.org/p/boc/usug06/17.html
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