Questions tagged [trend]
An observable pattern in the data.
566
questions
3
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0answers
9 views
How to explain the coefficient plotting as pre-trend stability testing for generalized Difference-in-Differences?
Proving the pre-trend parallel is hard in generalized DiD.
From this post, Thomas Bilach suggests me a very excellent way to do so which is called "coefficient plotting"
In short, it can be ...
0
votes
0answers
8 views
How much importance should I give to R2 and p-value when analyzing a trend?
I am working on a small dataset, with data points regarding 21 geographic regions of my country. The dataset is composed of numeric variables only, so I've performed some linear regression to verify ...
0
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0answers
10 views
Detrend Only independent variables are trending [closed]
Good day. When dealing with time-series data
I've found independent variables, xi are trending not dependent one
where y is dependent, x is independent t is time series (c1:10)
...
2
votes
0answers
14 views
Why the common trend assumption of subsample will be the same with the whole sample in DID?
When separating the sample into subsamples in this topic, this answer stated that
I guess parallel trend assumption must hold within municipality size.
DID with homogeneous effect typically assumes E[...
0
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0answers
14 views
Asking for the exception of unparallel trend in DID testing
When reading this paper, The Common Trends Assuption section, p.457, I saw a paragraph:
Researchers, however, must also think carefully about the conceptual
reasons for which the common trends ...
0
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0answers
9 views
How to interpret the output of ur.df() function in R when using type = “trend”?
When I use ur.df() function without specifying the type, it gives me just one value, Dickey Fuller statistic, with null hypothesis, being that phi = 1+b = 1 => b = 0. That is, delta(yi) is ...
0
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0answers
21 views
Extreme values trend analysis
I've got a theoretical question: i'm analyzing an homogeneous rainfall time series, time resolution is 1 hour. The time series is homogeneous.
In order to find whether a statistically significant ...
0
votes
1answer
33 views
Moving average filter for estimating the seasonal component
I am reading the Introduction to Time Series and Forecasting Peter J. Brockwell • Richard A. Davis (Third Edition). I am having problems for understanding the estimation of seasonal component using ...
0
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0answers
8 views
How to calculate if there is a significant trend when only given the rate and Standard Error
I have some numbers that were procured from a database which represent incidence rates for a disease, ie (24.5 = 24.5 cases out of every 100,000 people), and was also given the standard error for ...
12
votes
2answers
582 views
Why Time series decomposition is performed
I am new to time series forecasting. In most of the forecasting blogs that I have read so far, the time series is decomposed first. As per my current understanding it is suppose to help us in figuring ...
0
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0answers
24 views
ARMA Models with Trend Question
I am looking to build an ARMA model for a time series with a significant trend component.
Let's assume for the purposes of this question that I don't want to build an ARIMA model. (The reason has to ...
0
votes
1answer
19 views
Sectional Linear trend for time series : Unknown breakpoints
I am looking for an algorithm which can detect trend with the following inputs
Minimum number of line segment.
Unknown breakpoints.
After searching , I found "Piece-wise linear fit" ...
0
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0answers
19 views
Interaction of explanatory variable with time trend in a panel data fixed effects model
I searched but could not find another post directly addressing this.
I am interested in specifying a model where a certain policy or 'treatment' variable affects not only the the level of the ...
0
votes
0answers
6 views
How to compare groups that might have some dependency?
I am working with a convenience sample. Basically it is a questionnaire that is being asked to people on multiple time points. Not the same people are targeted every time but it is very likely that ...
0
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2answers
68 views
Is random walk with drift is random?
I see everywhere in the web that lag-plot or acf are used to see if a time serie is random. If there is no structure in the lag plot then the data are random, and if autocorrelation = 0 then data is ...
0
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0answers
9 views
Why is loess decomposition not a good way to find trend?
I have been working with time series where i decompose time series to trend and residuals, I have seen kaggle etc, but no one uses loess to decompose time series and get trend separately, although ...
1
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0answers
19 views
Mean and Variance of a Differenced Time Series
Suppose I am differencing a time series. I decide to try out differencing for $d=1, 2$, and $3$ where $d$ is the order of the differencing (by convention of the R function ...
1
vote
1answer
50 views
What model should I use to prove statistical significance?
I'm wondering what method should I use to prove that the trend below is statistically significant?
I want to prove that employees are less satisfied with an event, the longer they have been with the ...
0
votes
0answers
19 views
R Time series - negative predictions- why and how to solve?
I am trying to do a timeseries forecast using R packages. The data I receive is general and the current approach is to try Arima, ETS, STL and pick the mode with the least MAPE. This works for most of ...
0
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0answers
16 views
Describing/ Interpreting a Time Series with appropriate terminology
I am attempting to conduct an analysis of a Time Series for a given set of data that describes the monthly water levels in a water body, measured at the start of each month. My first step of the ...
0
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0answers
18 views
Residual is identical to Observed in Seasonal Decomposition
I am trying to understand my dataset using the seasonal decompose function from statsmodels.
The trend and residuals of my dataset are awkward. I am used to trend being either an upward or a downward ...
0
votes
0answers
27 views
Detrending a logarithmically-growing time series
I have been trying to inform myself about detrending methods, since I am trying to compare two economic time series that are both clearly trending upwards. While attempting to detrend one of the ...
0
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0answers
11 views
Trend detection in non consecutive repeated time series
I have daily precipitation data at a single weather station, and I would like to identify the existence of a trend for a specific time period, i.e. between April 25 and June 20 (around 55 consecutive ...
0
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0answers
12 views
Determining if method captures trends in data
I am working in a problem where a method was developed to capture a set of features $X$ in an image for two conditions - control $c$ and disease $d$. To do this, we train a machine-learning model that ...
2
votes
1answer
30 views
Retrospective panel data, measuring trends in retrospected variable — how to deal with nonrandom attrition?
I've a:
"Retrospective panel survey": In each year all units are asked "who ($X$) first told you about us (in the year you first learned about us)?"
There is lots of attrition ...
0
votes
1answer
28 views
VAR(p) Model with difflog data
I'm doing a regression analysis with a VAR model in R. My data is price and position data in the commodity market, since i want to find out (Granger) causality between them. I took the difflog for ...
0
votes
0answers
16 views
How to calculate the percentage of change between two dates without being fooled by trend effects?
I have a dataframe of sales per store and per item between month 0 and month 33, these sales represent a non-stationary time series. I want to calculate how much these sales are increasing. But I don'...
7
votes
2answers
300 views
Is a time series which is a deterministic linear trend + white noise considered an ARIMA model?
This is, I guess, just a question of standard vocabulary.
All definitions I have seen for an ARIMA series just state that it is a series which becomes ARMA after differencing some number of times.
If ...
2
votes
1answer
40 views
Differencing Time Series
I am trying to remove the trends by differencing this logarithmically transformed time series. It contains two columns about COVID-19 Cases in the United States: one column being the number of cases ...
0
votes
0answers
7 views
Correlation Matrix for a Hurst exponent
I am trying to implement the Correlation matrix for a given Hurst coefficient according to Hamed (2008). This is the equation I want to implement for a value of H= 0.5
I am doing in the following way:...
0
votes
0answers
31 views
How to test whether a variable is changing over time?
I have a variable called pct_spread(i,t) which is calculated as (ask_price(i,t) - bid_price(i,t))/ask_price(i,t) based on ask ...
0
votes
0answers
16 views
Avoiding trend when analysing a difference between groups
I have data of two variables: Year (ranging from 2014-2020) and Grade (ranging from 1 to 4 in half steps). I want to analyse whether there is a difference in the grades for the years 2014-2016 and the ...
0
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0answers
17 views
Does trend and seasonality need to be removed before making forecasts with ARIMA model?
Is it necessary to remove trend and seasonality from time series before making forecasts with ARIMA or can the model handle them by itself?
0
votes
1answer
38 views
Should we keep the detrended time series when predicting?
I am learning about exploring traditional TS. According to this notebook, detrending is necessary for time series predicting models
When a time series is stationary, it can be easier to model. ...
0
votes
0answers
29 views
how to compare differences between conditions with respect to a specific trend effect?
I'm trying to compute a statistic that will allow me to test for differences between conditions regarding a particular trend:
...
1
vote
1answer
58 views
Stabilizing the variation in a time series
Is it necessary to transform the data here in order to stabilize the variation in this series? I do not think it is.
How "bad" do the fluctuations have to be before stabilization becomes ...
0
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0answers
28 views
How to interpret statsmodels seasonal_decompose
I have apple stock prices time series over 1 year and I have tried to use statsmodels seasonal_decompose to obtain information about it. I am very much a beginner with time series and I'm not too sure ...
0
votes
0answers
20 views
trend in annual maxima and monthly maxima
I have daily temperature data for 30 years. I want to know if extreme value is following specific significant trend or not. I define extreme value as annual maxima or maximum value in one year. But ...
0
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0answers
12 views
0
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1answer
28 views
p value for monthly trend
I have a distribution of values for each of 12 months.
When I draw the boxplots (one boxplot for each month) the median gradually increases, but the boxes overlap.
Which test do I have to use in order ...
0
votes
0answers
7 views
Joint Test for Seasonal Forecasting Model using Dummy Variables
I recently created a seasonal dummy regression model in R given a dataset beginning Jan 2016 and ending May 2020. Given the results below there appears to be statistically significant seasonality in ...
1
vote
1answer
24 views
Why the results of Mann-Kendall Trend Test are the same?
I want to use mk.test() function to test whether my data has a linear trend, but why — no matter how the set of data changes — are the p-values all the same?
...
0
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0answers
49 views
Detect whether a trend in a time series is significant
Apologies upfront! I know that similar questions have been asked before but I still can't wrap my head around it / I would like to have further clarification.
Let's have a look at the following time-...
0
votes
0answers
19 views
Combining SARIMA and STL models
Can we integrate SARIMA and STL for anomaly detection? If so, what is the process like? Which model do we run first and what input goes into the other model?
I am fairly new to time series so pardon ...
0
votes
1answer
20 views
What is $\beta$ doing exactly in Python's Holt's Forecast Method (Double Exponential Smoothing)?
I am using Holt's Method for forecasting timeseries and try to understand what $\alpha$ and $\beta$ are doing.
$\alpha$ for level control is fine for me: if it's $0$, it's like a normal mean and all ...
0
votes
0answers
18 views
Fast and reliable method of determining the overall trend of the data
I have oscillating data that could have a linear trend. However, the data (~1e6 points) is highly oscillating and it is impossible to determine the slope exactly due to statistical fluctuations. The ...
0
votes
0answers
14 views
Two conceptions of including linear trend
Let's take panel data for which I want to include linear trend :
...
0
votes
1answer
43 views
Time series analysis: multiplicative model and seasonal adjustment of data
I am trying to help a friend in statistics and this question involving time series came up and I did not know what to do. I tried searching different stack exchange forums for answers, but I believe ...
1
vote
1answer
113 views
Random walk with drift and trend
I am currently having a problem regarding the process,
so this was the equation
$$Y_t = \alpha + Y_{t-1} + \beta t + \epsilon_t$$
where, $\epsilon_t \sim WN(0, \sigma^2)$
I was calculating the $E(y)$ ...
0
votes
0answers
13 views
approach for trend analysis in water quality data?
I have monthly (100 parameters and 10 years) quality data in 50 monitoring stations. Some groups show strong seasonality and others don't (group: one monitoring station and one parameter). (Time-...
