Tagged Questions

1
vote
2answers
75 views

Comparing two sets of time-series (physiological measures)

I need help in finding which statistical approach I need to use. I have two groups: G1 (disease) and control. For both groups we measured their blood level every 10 minutes: 0 to 650 min. We are ...
0
votes
0answers
71 views

How to correctly estimate statistical significance of regression coefficients?

Say that I want to determine the statistical difference between the coefficients derived from the FF three factor model of two portfolios (Spe and ...
0
votes
2answers
282 views

Linear Regression Analysis using SPSS (I think)

I am trying to conduct a study into whether or not female board presence affects firm performance. My background is accountancy and business NOT maths or statistics and so I don't really understand ...
0
votes
1answer
79 views

How to regress a time series of proportions?

Every month, an organization surveys some of its customers (the total number of customers is also known). The sampled customers answer a survey with a dozen or so questions; sometimes, customers ...
1
vote
1answer
142 views

Clustering time series

I want to create forecasting for a large quantity of time series. Since they are too many, I am thinking on reducing my data by clustering it into to similar groups. However, I am using SPSS modeler ...
1
vote
1answer
280 views

Clustering of time series

I have a set of almost 1600 time series on 2 years which I want to group into clusters. Do you think this is possible using k-means? Which method do you advice me to use? Is this possible at all using ...
0
votes
0answers
131 views

How to filter missing time-series data for some, but not all, series? [closed]

For my paper I have collected data of companies for a period of 10 years. Some companies however, do not have data for all years but for my paper I need only those companies that have data over all ...
3
votes
2answers
1k views

How to compare two time series?

I have collected temperature readings for 4 locations on a beach in Cornwall UK using data loggers. The loggers recorded temperature every 15 mins accurate to .1 of a degree (Celsius). The loggers ...
-1
votes
1answer
105 views

Fault causal analysis

I have some time-series data, which deal with various incidents / asset failures / faults somewhere in the network that have an effect on performance (we call them Key Performance Indicators). Now, I ...
5
votes
4answers
3k views

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 (...
3
votes
1answer
66 views

How to handle news coverage ratio in a regression analysis?

I have collected data from Twitter, Google and Wikipedia to look for any correlations (and perhaps predictive value) against the stock market. I have collected daily Twitter, Google and Wikipedia ...
1
vote
0answers
189 views

Aligned rank transform on time series data

I have some time-series data that I wish to test to see if a certain factor has an effect. There are few samples per time step (10 on average), but the whole time-series has 306 samples. When divided ...
2
votes
1answer
256 views

How to test changes in call volume over time?

I have carried out a study on change of call volume over a year (oct 07-mar 09). What statistical test on SPSS software can I use to show the difference in call volume on a day by day basis and on a ...
0
votes
3answers
707 views

Seasonal data forecasting issues

I have a seasonally decomposed data set. The data set has strong seasonality. Now I am trying to fit the 'seasonal part' of dataset into ARIMA model and tried to forecast (with SPSS). The problem ...
1
vote
2answers
857 views

Forecasting stock prices time series based on independent factors using ARIMA model

I am trying to forecast time series of stock for a particular case in which closing value of the stock depends on independent factors which is in which infact another time series. Situation is like I ...
2
votes
6answers
404 views

How to assess effect of intervention in one state versus another using annual case fatality rate?

I am a beginner in statistics with just basic knowledge. I have these data: cases, deaths and CFR (Case Fatality Rate-deaths per 100 cases) of a disease for 17 years (1994-2010) from 2 neighbouring ...
6
votes
2answers
380 views

Hypothesis testing that one time-series of a measure of entropy doesn't belong to a population

Disclaimer: I'm a software engineer, not a statistician, so please forgive any blunt error :-) I have a set of time-series "curves", each measuring the entropy of a given artifact. Now, I'm standing ...