time series

  1. A

    Linear regression & correlation for time series data

    Hi all, I've searched wide and can only find warnings about NOT applying common linear regression and correlation statistics to time series data, as that may violate the independence requirement. However, I haven't found what methods should be used instead? I would like to determine if my...
  2. R

    How to perform pooled cross-sectional time series analysis?

    For 86 companies and for 103 days, I have collected (i) tweets (variable `hbVol`) about each company and (ii) pageviews for the corporate wikipedia page (`wikiVol`). The dependent variable is each company's stock trading volume (`stockVol0`). My data is structured as follows: company...
  3. J

    simple multivariate question

    I have, I think, a simple question about multivariate statistics, and I'm not sure which test (or even what kind of test does this). I have 40 items (replicates) THEY ARE NOT IN ANY PARTICULAR GROUPS. For each item I have tracked the prices each week for a year. So I have 52 measurements of...
  4. M

    analysis of learning curve

    I am designing a study in which each subject will learn to use an interface. There will be several dependent variables (performance on a few tasks of interest) that can be measured at fixed intervals. So essentially I expect to produce some learning curves (on the means) in which some variables...
  5. B

    Software to extract statistics (per month, per year) from a time series

    Hi. I work with rain (precipitation) time series, and would like to extract time statistics: - precipitations per month - precipitations per year - precipitations per month and year - precipitations per hour - precipitations per month and hour - mean precipitation, deviation, ... I...
  6. D

    Can I use an ACF to test for a feedback control system?

    The broader question is: How can I test whether a variable is feeding back in a system, to influence future values of itself? The application is in a control system: Specifically a performance measurement framework (PMF), where managers monitor measures in monthly reports, in order to keep the...
  7. M

    Time series problem

    This is my first posting. I have collected a time series dataset. Individually recognisable fish were observed at three times of day. I wish to test whether their behaviours (e.g. maximum distance from shelter) differ with time of day. Since I have measured the behavioiur of the same fish at...
  8. C

    Extracting a pattern and a time series from a field (fuzzy bivariate regression)

    Hi everybody, first of all, sorry if my question is trivial or silly, but I'm definitely not much into statistics. I have some spatially extended data spanning a long time, let's call it F(x,y,t). Imagine that I can describe my data as this: F(x,y,t) = A(x,y)*a(t) + B(x,y)*b(t). Now...
  9. T

    Simple Question Seasonal Autoregressive Model

    Hi, I hope I'm posting this in an appropriate place. It's not exactly linear regression. If you have a seasonal moving average model like \displaystyle ARIMA(0,0,0)(0,0,1)_{12}, and you want to find the expectation of \displaystyle y_t, then you just use the fact that expectation is a linear...
  10. F

    Time series problem - variance of w mean in an AR(1) process

    Hi, I'm learning about Time Series, and I'm with trouble in one exercise (attached). I don't even know how to start it. It's about proofing for a auto-regressive process, AR(1) that the variance of w mean (w is the difference of order d that transform an nonstationary process into a stationary...
  11. M

    interpreting a correlation plot (time series)

    Hi, I've been asked to suggest a time series model based on the following correlation function, I was just wondering what you would suggest, ACF Yt 0.97 0.97 0.91 0.80 0.79 delta Yt -0.42 0.18 -0.02 0.07 -0.1 I can tell straight away that the time series Yt is non...
  12. M

    time series

    Hi, just wondering whether someone can confirm how to do this properly, given a tabulated set of values of a time series for 4 quarters in each year 2004-2008, I've been asked to apply a centred 4 MA smoother to the time series and then construct the seasonally adjusted time series from this. I...
  13. M

    T test for different groups over time

    Hi all, I know that paired t-tests are appropriate for the same group of people at several points in time while independent t-tests are for 2 different groups of persons. But what about when it is a combination of both (ie: looking at different people overtime?) 1) I want to compare 2...
  14. M

    Time series beginner help urgent!!

    Hi, just looking for some help from anyone familiar with ARIMA modelling of time series. I am trying to get a stationary series from my data, I differenced the data and the following plots are of the time series and PACF of the differenced data: http://imageupload.org/?d=A81F343D1...
  15. M

    time series help!!!

    Hi, I've been asked to model some time series data, and decide on an ARIMA model that fits the data. The ACF function is here: Lag ACF T LBQ 1 0.586150 4.69 23.04 2 0.408311 2.51 34.39 3 0.329731 1.86 41.92 4 0.273238 1.46 47.18 5 0.202848 1.05...
  16. R

    Time series analysis to forecast revenue

    Hi, I work in OpFin for a search agency. Our clients work with 3 different platforms (Google, Yahoo and Microsoft) and 2 of them (Yahoo! and Microsoft) are merging next year in Europe (Both platforms already merged in the US back in 2010) I am working on a project to forecast European...
  17. S

    testing rates through time

    Hello all, this seems like it should be a simple questions but our team cannot find an answer to the question. If I have data set up like the following (the numbers are the percent that react positively to the drug): Drug 2007 2008 2009 2010 A 59 62 61 62 B 50 49 58 61...
  18. S

    Proportions through time

    Hello all, this seems like it should be a simple questions but our team cannot find an answer to the question. If I have data set up like the following (the numbers are the percent of that fruit rotten): 2007 2008 2009 2010 Fruit A 59 62 61 62 Fruit B 50 49...
  19. V

    Non-linear time series analysis

    I´m looking for help to anlyse in R (or SAS) a non-linear time series dataset. I worked with six cows during three days and registered urine events of each cow during each day. I have 4 to 12 events for each cow and day that are non-equally spaced in time. I want to know if I have an...
  20. M

    regression time series

    Dear Members, I need to do time series analysis. I have retail sales data of a retail company since January 2006(every month). I need to forecast 2012. But I have other variables that effect the sales such as number of stores, supply ...It seems time is not only the variable that has impacts...