# Questions tagged [trend]

An observable pattern in the data.

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### Determine a robust trend from noisy time series data, when start and end years have a material effect

I have about 20 years of data, each year has a number of observations. If I put a linear trend through the data, I get a trend, and this trend differs based on the the choice of start and end year, ...
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### Can I generate a time series with same features as a given dataset, but add a known linear trend coefficient (not just trend strength)?

I want to generate data that matches features of environmental data (that is often analysed with nonparametric tests due to nonrmality, skewness etc). I want to know how to best capture any linear ...
1 vote
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### Quantile Regression Detrending

Assume I have a time series, as the black one below. As shown, the quantile regression for 5%, 25%, 50%, 75%, and 95% quantiles show different slopes (in red). Even if not quite visible, the ratio ...
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### Intercept or trend in a VAR model for stationary percentage changes [closed]

I am estimating a VAR model in R, using the vars package. There is an argument in VAR() function called ...
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1 vote
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### What to do in Box-Jenkins framework when time series has deterministic trend and seasonality?

I'm self-studying time series and I'm puzzled by apparent lack of consistency between : the "classical" decomposition of time-series and the Box-Jenkins methodology. Concerning the ...
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### Cointegration and trend stationarity

Cointegration relationship is typically studied with integrated time series (that is, difference stationary time series) and when they have the same order of integration, it is possible that you find ...
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### Is it correct to report R^2 value for simple time series trend analyses?

I am wondering if it makes sense to report an R^2 value for a simple trend analysis. For example, trends in temperature or stream flow over time. I understand that for linear regression R^2 makes ...
7 views

### Is the link for a marginal trend in a logistic model the logit?

Exactly as in the title. If I estimate marginal trends for a logistic model, are these expressed as a log odds ratio? How does one express that in a way that makes intuitive sense? Change in odds ...
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### Detrending and data transformation to logarithm can be done together?

I want to get the effect of bitcoin price changes on foreign currency price. The third variable is inflation, which is an explanatory variable. Should variables be detrended before regressing? Is it ...
18 views

### Issue with coefficient estimate in linear trend regression model with autocorrelation of residuals

The question is simple, generally the coefficient estimate is not affected by autocorrelation of residuals when the independent and dependent variable are distinct. I am not sure about the clear ...
17 views

1 vote
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### Discrepancies in Mann-Kendall trend test results between different R packages

I'm experimenting with different R packages to calculate trends using the Mann-Kendall test. However, I'm getting varying results in terms of S, tau, and p-value. I would like to understand the ...
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1 vote
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### Test for existence of a linear trend in a time series

I want to know whether there is a time linear trend in a time series. What are some good approaches? One approach seems to test that the model belongs to ARMA(p,q) family however I am not sure if a ...
66 views

### Anomaly Detection in Categorical Data

I want to build a system that will detect Anomaly for categorical data. I have a timeseries data like this For metric data these anomalies are calculated Outliers detection Trend Pattern Change I ...
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### Significance test for trend in time series with multiple sets of observations

Tomorrow there will be a race in which six runners participate in the 100 m dash. I will be able to capture the speed of each runner at each meter, so for each runner there will be a time series with ...
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### Can We Use Mutual Information to Determine if a Time Series has a Difference Trend or a Time Trend?

Let's say we have a finite real-valued time series (finite subsequence of a realization of a real-valued stochastic process), $X_t$. To address my question, we make no initial stationarity assumptions....
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### Do I need to worry about trends in my time series model?

I am making a model of income for the pension system over 25 years. I have the income as dependent variable and number of workers and average salary as independent. Both income and salary are effected ...
416 views

### Trend variable in time series linear regression

tslm(Life_expectancy ~ Age + Gender + Race + trend, data=ts_df) Can I do something like this? I actually tried using this as a model and I got a different outcome ...
51 views

### Test for independence of trends

Suppose I have two distinct outcomes being tracked over time, A and B. An individual observation can have outcome A, outcome B, both (call it AB), or neither. If the rate of outcomes A and B are both ...
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### How choose Trend Specification in ARDL framework?

I am running ARDL model. For the model specification I have the following Trend Specification options: 1) None, 2) Restricted constant, 3) Constant, 4) Restricted Trend and 5) Constant & Trend. ...
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