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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? > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Slope of a univariate time series***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: Slope of a univariate time series***From:*Muhammad Anees <anees@aneconomist.com>

**References**:**st: Slope of a univariate time series***From:*Tashi Lama <ltashi32@hotmail.com>

**Re: st: Slope of a univariate time series***From:*Muhammad Anees <anees@aneconomist.com>

**Re: st: Slope of a univariate time series***From:*Nick Cox <njcoxstata@gmail.com>

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