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st: decay rate for univariate time series data


From   tashi lama <[email protected]>
To   <[email protected]>
Subject   st: decay rate for univariate time series data
Date   Fri, 8 Jun 2012 18:30:42 +0000

Hello, 

   Of all the questions I have posted, this one is very diff since this is more of a econometrics problem than stata. I am hoping to get some thoughts and ideas. I have a univariate time series data where the variable is readership hits on a document over time. The problem is to identify the time till the document is still fresh. My goal is to find the "decay rate" as a metric to evaluate freshness of the document. Here is my dataset 

 

        day      hits 
     |------------------|
  1. | 03jan2011    211 |
  2. | 04jan2011     60 |
  3. | 05jan2011     28 |
  4. | 06jan2011     16 |
  5. | 07jan2011     20 |
     |------------------|
  6. | 08jan2011      2 |
  7. | 09jan2011      8 |
  8. | 10jan2011     10 |
  9. | 11jan2011      7 |
 10. | 12jan2011     12 |
     |------------------|
 11. | 13jan2011      7 |
 12. | 15jan2011      3 |
 13. | 16jan2011      3 |
 14. | 17jan2011      5 |
 15. | 18jan2011      1 |
     |------------------|
 16. | 20jan2011      1 |
 17. | 21jan2011      1 |
 18. | 24jan2011      5 |
 19. | 25jan2011      4 |
 20. | 26jan2011      4 |
     |------------------|
 21. | 28jan2011      1 |
 22. | 31jan2011      2 |
 23. | 01feb2011      1 |
 24. | 02feb2011      2 |
 25. | 04feb2011      2 |
     |------------------|
 26. | 05feb2011      2 |
 27. | 07feb2011      2 |
 28. | 08feb2011      2 |
 29. | 09feb2011      1 |
 30. | 14feb2011      1 |
     |------------------|
 31. | 15feb2011      1 |
 32. | 16feb2011      1 |
 33. | 24feb2011      1 |
 34. | 25feb2011      1 |
 35. | 03mar2011      1 |
     |------------------|
 36. | 06mar2011      2 |
 37. | 11mar2011      2 |
 38. | 19mar2011      2 |
 39. | 29mar2011      2 |
 40. | 07apr2011      3 |
     |------------------|
 41. | 22apr2011      1 |
 42. | 29apr2011      1 |
 43. | 06may2011      2 |
 44. | 07may2011      1 |
 45. | 09may2011      2 |
     |------------------|
 46. | 16may2011      1 |
 47. | 04jul2011      2 |
 48. | 06jul2011      1 |
 49. | 30jul2011      2 |
 50. | 11aug2011      1 |
     |------------------|
 51. | 21sep2011      1 |
 52. | 25oct2011      1 |
 53. | 10nov2011      1 |
     +------------------+

 

My questions are:

   1. Can I run a regression to get the dacay rate and if I can, what kind of regressions should I consider running? The scatter plot of readership hits looks like a negative exponential. 

   2. Please note my date has gaps. In other words, it is not continuous. 

   3. Any ideas to obtain a decay rate

 

Thanx...


  		 	   		  
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