Timeline for Smoothing a time series of ratios
Current License: CC BY-SA 3.0
4 events
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| Dec 20, 2012 at 21:54 | comment | added | user10525 | That is right, I ran the code using different seeds. I think that the context gives us the answer: if the interest is on modelling the ratios, then the best model is the one on the ratios, which your code already does. Studying when the ratio of the models is similar to the model of the ratios might be difficult since it will depend on the underlying structure of the processes generating the data. | |
| Dec 20, 2012 at 21:40 | comment | added | Peter Flom | @Procrastinator Interesting. So, perhaps the decision should be made on a case by case basis? In your example (at least when I run it) the lowess curve for b goes below 0, and b goes way below 0. In the comments above, a and b were to be considered positive integers. | |
| Dec 20, 2012 at 21:38 | comment | added | user10525 |
+1 For the numerical experiment. However, if you change the first lines by a <- round(runif(100, 5, 10) + rt(100,df=1)) b <- round(0.1*runif(100, 5, 10)+rt(100,df=1)), then you get very different results.
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| Dec 20, 2012 at 20:44 | history | answered | Peter Flom | CC BY-SA 3.0 |