Re: st: Fwd: Seasonality in time series data

[Robert A Yaffee <bob.yaffee@nyu.edu>]

Nilay,
   PS: If you want to use the fourier function, this could greatly
facilitate your cosiner analysis.
    Regards,
      Robert

On Sun, Dec 1, 2013 at 9:36 PM, Robert A Yaffee <bob.yaffee@nyu.edu> wrote:
> 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 <bob.yaffee@nyu.edu> 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 <njcoxstata@gmail.com> 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
>>> njcoxstata@gmail.com
>>>
>>> On 1 December 2013 17:55, nilay kumar <nilaysingh1@gmail.com> 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



-- 

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
*
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