1
$\begingroup$

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 into groups based upon a factor the result is non-normal and non homogeneous. I wish to test the effect of the factor, and if possible, determine a linear trend over the time-series accounting for this effect.

To test the effect, I performed an aligned rank transform on the data, then used an ANOVA. However this does not take into account time. To do this I tried a General Linear Model on the transformed data using the factor as a fixed effect and time as a covariate. Does this sound correct?

What is the correct way to include time information in a factorial analysis when the number of samples per unit time is quite low?

Edit: Additional information:

Time Series Time Series

Factor Factor

Note: software used is SPSS, stats experience is beginner.

Download Data Here:

Data

Improve this question
$\endgroup$
10
  • $\begingroup$ please clarify "There are few samples per time step (10 on average), but the whole time-series has 306 samples. " Actually show the data and that might help. $\endgroup$
    – IrishStat
    Commented Apr 21, 2012 at 23:27
  • $\begingroup$ Can you please present a table of values of three columns showing time , output value and factor . $\endgroup$
    – IrishStat
    Commented Apr 22, 2012 at 1:44
  • $\begingroup$ @IrishStat Rather than a table, I have provided a link to a CSV file of the data. I tried to paste in the values into this post but I would have had to format each line. $\endgroup$
    – geometrikal
    Commented Apr 22, 2012 at 2:04
  • $\begingroup$ I'm not familiar with the aligned rank transform, but it seems utilizing multi level models (i.e. MIXED in SPSS command lingo) may be a fruitful approach to be able to incorporate any temporal trends (perhaps in the original units instead of the ranked units). $\endgroup$
    – Andy W
    Commented Apr 22, 2012 at 12:23
  • $\begingroup$ I have looked at the data and I am still a little confused. Are you monitoring a particular sample/item over time while applying a "factor" at each point in time or sometimes not applying a factor or maybe not even observing/recording each unique sample/item at certain points in time ? Time series analysis is the study of possible "time" effects on individual items. $\endgroup$
    – IrishStat
    Commented Apr 22, 2012 at 15:32

0

Reset to default

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Browse other questions tagged or ask your own question.