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Re: st: Slope of a univariate time series
From
Tashi Lama <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Slope of a univariate time series
Date
Sat, 9 Jun 2012 09:37:21 -0400
Three thoughts
1. I have never looked at any distribution as a measure to find slope or rate for that matter. I looked distribution more of finding probability, mean and deviation. How it generates slope is sth i need to go back and do some reading but i do see that the data spread in my dataset resembles that of a poisson.
2. I was actually thinking of running regression which will give me "beta" which is a slope mathematically. But i suspect that would be a overkill. Honestly, i don't even know i use regression although mathematically speaking it could.
3. May be i can find slope at each two consecutive data points and find median or mean.
In any case, what is the most common way of finding slope or a decay rate in a univariate time series in stata?
Thanx.
On Jun 9, 2012, at 9:11 AM, Nick Cox <[email protected]> wrote:
> Yes, but Tashi's context implies that linear decline is not a good
> model. I earlier recommended Poisson regression, for which see
> -poisson-.
>
> Nick
>
> On Sat, Jun 9, 2012 at 2:00 PM, Muhammad Anees <[email protected]> wrote:
>> Do you mean d(x)/d(t)?
>> Then I guess simple OLS will do that
>>
>> reg x t
>> b is the slope then assuming above.
>
> On Sat, Jun 9, 2012 at 5:51 PM, Tashi Lama <[email protected]> wrote:
>
>>> Is there a stata command or a module to find the slope of a univariate time series?
>
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