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Speaking Stata: In praise of trigonometric predictors

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  • Nicholas J. Cox

    (Durham University, UK)

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.

Suggested Citation

  • Nicholas J. Cox, 2006. "Speaking Stata: In praise of trigonometric predictors," Stata Journal, StataCorp LP, vol. 6(4), pages 561-579, December.
    • Handle: RePEc:tsj:stataj:v:6:y:2006:i:4:p:561-579
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    Cited by:

    1. Weitzel, Utz & Kling, Gerhard & Gerritsen, Dirk, 2014. "Testing the fire-sale FDI hypothesis for the European financial crisis," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 211-234.
    2. Camasso, Michael J. & Jagannathan, Radha, 2019. "Conceptualizing and testing the vicious cycle in child protective services: The critical role played by child maltreatment fatalities," Children and Youth Services Review, Elsevier, vol. 103(C), pages 178-189.
    3. Sarah Shugars & Nicholas Beauchamp, 2019. "Why Keep Arguing? Predicting Engagement in Political Conversations Online," SAGE Open, , vol. 9(1), pages 21582440198, March.

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