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Re: st: Fwd: Seasonality in time series data


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
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 <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
*
*   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/


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