Re: st: Dealing with an unusual peak in time-series data

[Jung-eun Lee <tinymoon@yahoo.com>]

Thanks, professor. 
This data is on protest events, so unusual peaks are sometimes expected (like what's happening in Egypt now).
I wonder what might be the most effective way to deal with this type of data.
Should I model this data with and without the peaks then, as you suggested? Which one should I report when I write a paper for a journal? Of course there will be some inconsistencies between two sets of results.
I am wondering what the comparison would mean substantively.

--- On Thu, 2/3/11, Ronan Conroy <rconroy@rcsi.ie> wrote:

> From: Ronan Conroy <rconroy@rcsi.ie>
> Subject: Re: st: Dealing with an unusual peak in time-series data
> To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
> Date: Thursday, February 3, 2011, 9:49 AM
> On 3 Feb 2011, at 17:41, Jung-eun Lee
> wrote:
> 
> > Hi all,
> > I have data on monthly counts of certain events for
> about 20-year period.
> > I looked at the temporal pattern of the monthly
> counts, and I found a HUGE peak in the middle of the data
> (for 2-3 months).
> > I wonder whether or not it is ok to estimate a
> time-series model like negative binomial regression (this
> data has lots of zeros) when the data looks like this. Any
> other model suggestion?
> 
> This suggests that a process was at work for this time
> period which did not apply to the rest of the series. You
> are better off trying to identify what this was (human
> error?) and deal with it as a separate issue. It may not be
> appropriate to model this period with the remainder of the
> data.
> 
> Ronán Conroy
> rconroy@rcsi.ie
> Associate Professor
> Division of Population Health Sciences
> Royal College of Surgeons in Ireland
> Beaux Lane House
> Dublin 2
> 
> 
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