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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 12:28:25 -0400

It is actually funny that you pointed out sen slope because i got an idea for my no 3 in my previous thread from this, which i found while doing some generic research on finding slope for univariate time series. So, it looks like censlope,  if is a clone of senslope in stata, i don't see why i can't use that although i would be very careful to see if any assumptions made regarding the nature of dataset. Thanx so much. I have sth to start with and see how it goes.   

Sent from my iPad

On Jun 9, 2012, at 11:13 AM, Muhammad Anees <anees@aneconomist.com> wrote:

> Hello,
> 
> Looking like the case for Sen's Slope which is a nonparametric
> alternative for estimating a slope for a univariate time series. This
> approach involves computing slopes for all the pairs of ordinal time
> points and then using the median of these slopes as an estimate of the
> overall slope. Sen's slope is insensitive to outliers and can be used
> to detect if there is a trend in the data.
> 
> (from Minitab: http://www.minitab.com/en-US/support/macros/default.aspx?action=code&id=88)
> 
> and I suspect if Stata's -censlope- is an extended version of
> -somersd-, which also calculates confidence intervals for the
> Theil-Sen median slope. Parameter can do that job.
> 
> Best
> AneEs.
> 
> 
> 
> On Sat, Jun 9, 2012 at 6:37 PM, Tashi Lama <ltashi32@hotmail.com> wrote:
>> 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/
> 
> 
> 
> -- 
> 
> Best
> ---------------------------
> Muhammad Anees
> Assistant Professor/Programme Coordinator
> COMSATS Institute of Information Technology
> Attock 43600, Pakistan
> http://www.aneconomist.com
> 
> *
> *   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:
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*   http://www.stata.com/support/statalist/faq
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