Can I plot timeseries data in a histogram? I would like to see the distribution of a moving variable over time.

I think there might be problems because in order to see a distribution for a variable you need to take independent observations. However, timeseries data will no doubt be correlated. EG I take a 100 day timeseries for interest rate the observations would be "close" to eachother day-to-day.

Yet at the same time, the idea of a "long term" distribution for interest rate is not a ridiculous concept right? Something like the interest rate for the past 10 years I expect would have some sort of gamma distribution.

So do I just need to take observations far apart? But how far? If i take observations every month, you could argue that they're still dependent. Yet once a year would be too little.

Maybe taking a time series and mix up the data and take random samples?


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.