Speaking Stata: In praise of trigonometric predictors

Nicholas Cox

Stata Journal, 2006, vol. 6, issue 4, 561-579

Abstract: 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.

Keywords: circular regression; Fourier regression; harmonic regression; periodic regression; polynomial-trigonometric regression; trigonometric regression; sine; cosine (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (3)

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