Speaking Stata: In praise of trigonometric predictors

Using sine and cosine terms as predictors in modeling periodic time series and other kinds of periodic responses is a long-established technique, but it is often overlooked in many courses or textbooks. Such trigonometric regression is straightforward in Stata through applications of existing commands. I give various examples using classic periodic datasets on the motion of the asteroid Pallas and the daily rhythm of birth numbers. I make a brief connection to polynomial-trigonometric regression.


Issue Date:
2006
Publication Type:
Journal Article
DOI and Other Identifiers:
st0116 (Other)
PURL Identifier:
http://purl.umn.edu/119245
Published in:
Stata Journal, Volume 06, Number 4
Page range:
561-579
Total Pages:
19

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 Record created 2017-04-01, last modified 2017-04-28

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