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Re: st: Fwd: Seasonality in time series data
From
Robert A Yaffee <[email protected]>
To
[email protected]
Subject
Re: st: Fwd: Seasonality in time series data
Date
Sun, 1 Dec 2013 21:45:54 -0500
Nilay,
PS: If you want to use the fourier function, this could greatly
facilitate your cosiner analysis.
Regards,
Robert
On Sun, Dec 1, 2013 at 9:36 PM, Robert A Yaffee <[email protected]> wrote:
> Nilay,
> Sorry for the typos: sin and cos functions are the specific
> functions and the fft is a fast Fourier transform and its inverse
> available as an integral part of Stata.
> - Cheers,
> Robert
>
>
> On Sun, Dec 1, 2013 at 9:33 PM, Robert A Yaffee <[email protected]> wrote:
>> Nilay,
>> You can use the sin and cosine functions to perform a spectral
>> analysis in Stata.
>> If you have reason to believe that the continuous data conforms to longer wave
>> cycles, you can use ucm (Unobserved components models) with the model(cycle) for
>> formulate them.
>> You can use spectral density functions or periodograms to identify
>> periodicity in these
>> waveforms if the seasonality is not readily apparent. You should also
>> be aware that there
>> is an fft function for a fast Fourier transform if you prefer the
>> complex configuration
>> for your spectral analysis.
>> Cheers,
>> Robert Yaffee
>>
>>
>>
>>
>> On Sun, Dec 1, 2013 at 7:58 PM, Nick Cox <[email protected]> wrote:
>>> Nilay Kumar had difficulty in posting this to the list. This paper
>>> appears relevant.
>>>
>>> SJ-6-4 st0116 . . . . Speaking Stata: In praise of trigonometric predictors
>>> . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox
>>> Q4/06 SJ 6(4):561--579 (no commands)
>>> discusses the use of sine and cosine as predictors in
>>> modeling periodic time series and other kinds of periodic
>>> responses
>>>
>>> A -signrank- test comparing summer and winter sounds a poor idea. It
>>> would throw away much of the information in the data, yet still face
>>> dependence problems.
>>>
>>> -lowess- in Stata is a command, not a function.
>>>
>>> Nick
>>> [email protected]
>>>
>>> On 1 December 2013 17:55, nilay kumar <[email protected]> wrote:
>>>
>>>> I have a time series dataset where I am trying to asses seasonal variations
>>>> in a var1. How can I use the signed rank test to do this? the signrank
>>>> command asks for two variables, what I'm trying to compare is var1 in summer
>>>> to var1 in winter. (all of these observations are from a single location and
>>>> hence related, which is why I'm using the signed rank test.)
>>>> Using the lowess function, this time series data seems to have a very strong
>>>> component of seasonality (visual estimate). I'm interested in assessing the
>>>> statistical significance of this finding using cosinor analysis. Is there a
>>>> method for performing cosinor analysis in stata?
>>>>
>>> *
>>> * For searches and help try:
>>> * http://www.stata.com/help.cgi?search
>>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>>> * http://www.ats.ucla.edu/stat/stata/
>>
>>
>>
>> --
>>
>> Robert A. Yaffee, Ph.D.
>> Research Professor
>> Silver School of Social Work
>> New York University
>>
>> Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
>>
>> CV: http://homepages.nyu.edu/~ray1/vita.pdf
>
>
>
> --
>
> Robert A. Yaffee, Ph.D.
> Research Professor
> Silver School of Social Work
> New York University
>
> Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
>
> CV: http://homepages.nyu.edu/~ray1/vita.pdf
--
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
CV: http://homepages.nyu.edu/~ray1/vita.pdf
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/