I am new in this forum.
I am beginning to work with time series, I have a daily (25,000+ observations) temperature dataset (01/01/1946 - 07/01/2014)
I want to test for the following:
- Trends: So far I used OLS, but I have heard about using Mann-Kendall test may be useful.
- seasonality: In the same way that in the previous point so far I tried to analyze them with OLS, any recommendation is very welcome.
- structural breaks: the problem with this aspect is that graphically it cannot be observed any breaks, therefore I have been trying with CUSUM and CUSUMSQ to identify this structural breaks, some additional recommendations?
As additional point I need to perform this on Stata. I saw in the web about Kendall package for R, but I cannot use R. Currently I use Gretl and Stata, I hope someone might help me.