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 -