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Date:         Thu, 18 Oct 2007 08:05:52 -0500
Reply-To:     Warren Schlechte <Warren.Schlechte@TPWD.STATE.TX.US>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Warren Schlechte <Warren.Schlechte@TPWD.STATE.TX.US>
Subject:      Re: Method to distinguish different periods in time series data
Content-Type: text/plain; charset="us-ascii"

Seems to me a good starting point would be a loess fit.

Final step seems like intervention analysis, although I believe there you should have a known intervention.

Hope these thoughts help.

Warren Schlechte

-----Original Message----- From: kansaskannan@GMAIL.COM [mailto:kansaskannan@GMAIL.COM] Sent: Wednesday, October 17, 2007 8:28 PM Subject: Re: Method to distinguish different periods in time series data

The variables are of unknown importance; I did make my initial groupings based on graphs, but wondered if there was a better way.

Thanks, Sam, for taking the time to respond.

On Oct 15, 10:02 pm, samuel.cro...@GMAIL.COM (Samuel Croker) wrote: > I think that some good graphing can say a whole lot, and does not get > into the potentially problematic area of doing statistical inference > without thinking hard about it - always a dangerous area. Graphs can > be helpful in getting your ideas together about next steps, and if > done ethically and precisely they can be great descriptive tools to > support your other analysis. > > Now you mentioned that you have several variables. Do you have a > single target variable and the others potentially affect this one, or > are all of the variables of equal or unknown importance? > > Sam > > On 10/15/07, kansaskan...@gmail.com <kansaskan...@gmail.com> wrote: > > > > > > > Thank you Sam. You are right, I am doing preliminary work to determine > > if there is indeed a shift in the phenomenon (home foreclosures) I am > > studying. I would like to find out if the number of foreclosures has > > changed significantly, and specifically when this change happened. I > > did do a t-test to compare two arbitrary periods, but wondered if a > > different choice of periods would not also give me a significant > > difference. I could repeat the process several times for different > > pairs of arbitrary periods. I wondered if there were any SAS > > procedures - hence the post in this forum - that I could use to > > determine (a) whether there is a significant change; (b) when the > > change happened; (c) whether there are more than two 'periods' that > > can be identified. > > > 11:45 am, samuel.cro...@GMAIL.COM (Samuel Croker) wrote: > > > A little more info might be helpful. It does not sound as if you are > > > trying to model yet, but conducting some preliminary data analysis. > > > Is this right? Are you trying to verify seasonality or are you > > > looking for other types of shifts in the data? > > > > Sam > > > > On 10/15/07, kansaskan...@gmail.com <kansaskan...@gmail.com> wrote: > > > > > I have a time series dataset (monthly data; 220 observations). I need > > > > to determine if I can distinguish different periods, based on (a) > > > > changes in one variable; (b) changes in two or three variables taken > > > > together. > > > > > I would appreciate any pointers in simple terms. > > > > > Thank you. > > > > -- > > > Samuel T. Croker > > > Lexington, SC & Bethesda, MD > > -- > Samuel T. Croker > Lexington, SC & Bethesda, MD- Hide quoted text - > > - Show quoted text -


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