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Re: st: RE: Question on a quasi-time series


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: RE: Question on a quasi-time series
Date   Wed, 23 Mar 2011 10:00:38 +0000

Zeros for missings is a good idea if and only if you are confident
that they are really zeros.

More positively, your years might define panels and day of year time
within panels.

Nick

On Tue, Mar 22, 2011 at 9:56 PM, rachel grant <[email protected]> wrote:
> Thanks Nick
> Yes you are right, the animals are active only in spring. In theory I
> could put zero for all the other days....but I did not actually see
> with my own eyes that there were zeros so I am reluctant to. The
> reason I tried the ranking was because I tried "tsset" on the Julian
> date but of course Stata told me there were repeated values. I will
> try doing it on calendar date. I already tested for serial dependency
> by doing a correlation test of the data vs the data lagged by one day.
> There was correlation.
>
> regards, Rachel
>
> On 22 March 2011 21:39, Nick Cox <[email protected]> wrote:
>> I wouldn't tackle it that way at all. Ranking values has nothing to do with time or dependence structure! Time series problems are rarely such that you can just tweak a critical level!
>>
>> You have a time series, just one with lots of missing data. You can still -tsset- on daily date and look at e.g. the autocorrelation function. You can still look for trends.
>>
>> The bigger question is why you have gaps. If the gappiness is capricious as far as the phenomena are concerned, that is the best news. On the other hand, it seems far more likely that either the organisms or the observers were visible or active in the field at certain times, e.g. seasonality for the organisms or it was research time with good weather and light and absence of teaching or committee work for the observers.
>>
>> (I am interpolating here a memory that your data are essentially ecological; I may be misremembering, or this problem may be different. Either way, just abstracting a problem from its context often obscures it and makes good advice more difficult.)
>>
>> Nick
>> [email protected]
>>
>> rachel grant
>>
>> I have daily count data over a number of years totalling 317 cases.
>> However it's not a true time series because I have not got a full year
>> for each year, just a month or two.
>> The data are likely to be partially serially dependent within years
>> but not between years. So I am not sure how to correct for the
>> possible serial dependency.
>> What I have tried is ranking the data 1-317 and then using this
>> ranking to use the command "tsset". Will this work? Alternatively
>> should I simply increase my confidence level to p= 0.01 and not bother
>> trying to correct for the autocorrelation? Thanks!

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