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Re: st: Slope of a univariate time series


From   Tashi Lama <ltashi32@hotmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Slope of a univariate time series
Date   Sat, 9 Jun 2012 09:37:21 -0400

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 <njcoxstata@gmail.com> 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 <anees@aneconomist.com> 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 <ltashi32@hotmail.com> wrote:
> 
>>>  Is there a stata command or a module to find the slope of a univariate time series?
> 
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