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Re: st: Fwd: Seasonality in time series data
From
Robert A Yaffee <[email protected]>
To
[email protected]
Subject
Re: st: Fwd: Seasonality in time series data
Date
Sun, 1 Dec 2013 21:36:37 -0500
Nilay,
Sorry for the typos: sin and cos functions are the specific
functions and the fft is a fast Fourier transform and its inverse
available as an integral part of Stata.
- Cheers,
Robert
On Sun, Dec 1, 2013 at 9:33 PM, Robert A Yaffee <[email protected]> wrote:
> Nilay,
> You can use the sin and cosine functions to perform a spectral
> analysis in Stata.
> If you have reason to believe that the continuous data conforms to longer wave
> cycles, you can use ucm (Unobserved components models) with the model(cycle) for
> formulate them.
> You can use spectral density functions or periodograms to identify
> periodicity in these
> waveforms if the seasonality is not readily apparent. You should also
> be aware that there
> is an fft function for a fast Fourier transform if you prefer the
> complex configuration
> for your spectral analysis.
> Cheers,
> Robert Yaffee
>
>
>
>
> On Sun, Dec 1, 2013 at 7:58 PM, Nick Cox <[email protected]> wrote:
>> Nilay Kumar had difficulty in posting this to the list. This paper
>> appears relevant.
>>
>> SJ-6-4 st0116 . . . . Speaking Stata: In praise of trigonometric predictors
>> . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox
>> Q4/06 SJ 6(4):561--579 (no commands)
>> discusses the use of sine and cosine as predictors in
>> modeling periodic time series and other kinds of periodic
>> responses
>>
>> A -signrank- test comparing summer and winter sounds a poor idea. It
>> would throw away much of the information in the data, yet still face
>> dependence problems.
>>
>> -lowess- in Stata is a command, not a function.
>>
>> Nick
>> [email protected]
>>
>> On 1 December 2013 17:55, nilay kumar <[email protected]> wrote:
>>
>>> I have a time series dataset where I am trying to asses seasonal variations
>>> in a var1. How can I use the signed rank test to do this? the signrank
>>> command asks for two variables, what I'm trying to compare is var1 in summer
>>> to var1 in winter. (all of these observations are from a single location and
>>> hence related, which is why I'm using the signed rank test.)
>>> Using the lowess function, this time series data seems to have a very strong
>>> component of seasonality (visual estimate). I'm interested in assessing the
>>> statistical significance of this finding using cosinor analysis. Is there a
>>> method for performing cosinor analysis in stata?
>>>
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>> * http://www.ats.ucla.edu/stat/stata/
>
>
>
> --
>
> Robert A. Yaffee, Ph.D.
> Research Professor
> Silver School of Social Work
> New York University
>
> Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
>
> CV: http://homepages.nyu.edu/~ray1/vita.pdf
--
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
CV: http://homepages.nyu.edu/~ray1/vita.pdf
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/