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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 12:28:25 -0400
It is actually funny that you pointed out sen slope because i got an idea for my no 3 in my previous thread from this, which i found while doing some generic research on finding slope for univariate time series. So, it looks like censlope, if is a clone of senslope in stata, i don't see why i can't use that although i would be very careful to see if any assumptions made regarding the nature of dataset. Thanx so much. I have sth to start with and see how it goes.
Sent from my iPad
On Jun 9, 2012, at 11:13 AM, Muhammad Anees <[email protected]> wrote:
> Hello,
>
> Looking like the case for Sen's Slope which is a nonparametric
> alternative for estimating a slope for a univariate time series. This
> approach involves computing slopes for all the pairs of ordinal time
> points and then using the median of these slopes as an estimate of the
> overall slope. Sen's slope is insensitive to outliers and can be used
> to detect if there is a trend in the data.
>
> (from Minitab: http://www.minitab.com/en-US/support/macros/default.aspx?action=code&id=88)
>
> and I suspect if Stata's -censlope- is an extended version of
> -somersd-, which also calculates confidence intervals for the
> Theil-Sen median slope. Parameter can do that job.
>
> Best
> AneEs.
>
>
>
> On Sat, Jun 9, 2012 at 6:37 PM, Tashi Lama <[email protected]> wrote:
>> 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?
>>>
>>> *
>>> * For searches and help try:
>>> * http://www.stata.com/help.cgi?search
>>> * http://www.stata.com/support/statalist/faq
>>> * http://www.ats.ucla.edu/stat/stata/
>>>
>>
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>
>
>
> --
>
> Best
> ---------------------------
> Muhammad Anees
> Assistant Professor/Programme Coordinator
> COMSATS Institute of Information Technology
> Attock 43600, Pakistan
> http://www.aneconomist.com
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/