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Re: st: Trend, Cycles and Seasonality in Time series


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Trend, Cycles and Seasonality in Time series
Date   Wed, 30 Sep 2009 01:43:03 -0700 (PDT)

--- On Tue, 29/9/09, syed@sas.upenn.edu wrote:
> I'm working on terrorism incident data from 1970-2007
> aggregated on daily, weekly, monthly and yearly basis. I'm 
> interested to know trend, cycles, and seasonality in the
> data. Can you please tell me some simple but reliable
> procedure in STATA. I would also like to display the trend
> and cycles, seasonality on graph.

You could look at the various filtering techniques out there, 
see in Stata the entries returned by -findit filter-, or the
talk by Kit Baum at the 2006 UK Stata Users' Group meeting: 
http://ideas.repec.org/p/boc/usug06/17.html

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------

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