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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: seasonality |

Date |
Fri, 1 Apr 2005 16:57:48 +0100 |

Welcome back after your hiatus. To centre a variable you need to go su y, meanonly gen yc = y - r(mean) except that this is such a common need that users have created commands to do that for you. For example, look at Ben Jann's -center- on SSC: . ssc desc center Your question about seasonality is much fuzzier. There are lots of different ways of testing for seasonality. In the environmental sciences, I would usually try fitting sine and cosine terms given 2 * pi * (position in year / length of year). That is, also, I guess a congenial approach for most natural scientists. With economic or social data other methods appear more common, and may or may not be more appropriate. People seem happier with looking at lags 4, 12, whatever depending on whether data are quarterly, monthly, whatever. That may be what SAS command proc x12 does. But the adjustments seem much more complicated given complications like holidays that are irrelevant outside the human sphere. In any case, graphics are often useful for getting a handle on seasonality and often surprising neglected by people like economists. Without knowing more about your data or your research problem this is rather too large a question to answer well. In short, the question may be quick but the answer isn't. Nick n.j.cox@durham.ac.uk kelly johnson > I am returning to stata after a hatus of a couple of years. I > had two quick questions: > > Suppose I am using a stream of time seies data for a single > varible (Data, Variable1): > > (1) suppose i wanted to generate a new varible that equale > variable1 - the > mean of varible1. how do i do this (without having to create > a whole column > with only the mean of variable1 in it)? > > (2) is there an easy wasy to test for seasonality? in sas we > have the proc > x12 command? what's a quickand eqasy way to test for > seasonality in data? * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: RE: seasonality***From:*"kelly johnson" <econometrics@hotmail.com>

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