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st: Fwd: Seasonality in time series data
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Fwd: Seasonality in time series data
Date
Mon, 2 Dec 2013 00:58:46 +0000
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?
>
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