Contents
How to identify the best frequency in a time series?
When I look at the history of the last year, they starts low in the first 3 months and increase from month 3 to 11, when they decrease again. Maybe my daily data, have a daily have a weekly seasonality (frequency=7) and an monthly seasonality (frequency=7×30=210)?
When to use value of 12 for frequency?
For example, if you measure value of some variable once in a month, and you have data for multiple years, you can use value of 12 for frequency. But things get tricky where there could be multiple levels of seasonality. For example, if you measure number of visitors to a web page every hour, there will be seasonality by hour as well as by day.
How does the relative frequency of a histogram work?
The histogram (like the stemplot) can give you the shape of the data, the center, and the spread of the data. The relative frequency is equal to the frequency for an observed value of the data divided by the total number of data values in the sample. (Remember, frequency is defined as the number of times an answer occurs.) If:
How is the frequency of a signal calculated?
Hz, which means per second, is widely used for sample rate. The frequency of your data is different. I you signal is periodic or approximately periodic (say, the similar energy consumption patterns repeat everyday), the the frequency is the number of occurrence of that repeating pattern per unit of time.
How to statistically compare two time series?
This common model could be estimated globally and separately for each of the two series and then one could construct an F test to test the hypothesis of a common set of parameters. Consider the grangertest () in the lmtest library. It is a test to see if one time series is useful in forecasting another. Just came across this.
Why is correlation important in time series analysis?
The concepts of covariance and correlation are very important in time series analysis. In particular, we can examine the correlation structure of the original data or random errors from a decomposition model to help us identify possible form (s) of (non)stationary model (s) for the stochastic process.
How is sampling error used to compare frequencies?
This module will similarly provide concepts and tools for comparing groups with respect to dichotomous, categorical, and ordinal outcomes for which we are comparing frequencies rather than mean values of a measurement, and we will focus on evaluating sampling error when making these types of comparisons.