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st: Fwd: Seasonality in time series data


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Fwd: Seasonality in time series data
Date   Mon, 2 Dec 2013 00:58:46 +0000

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?
>
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