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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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