Dear Statalist,
I wanted to ask if anyone knows a Stata function that could help. A reference to a paper without a command would also be helpful.
In principle, I have a time series with noise that i would like to smooth out. By the nature of the data, I know that the result should be non-decreasing (these are estimated total units sold, with the estimation occurring each day, independently of the previous ones).
Is there any existing smoothing filter that would reduce the noise, but also make sure that the result is non-decreasing, in a 'smart' way?
The data also has some outliers (values might be much too high, but never much too low), so it would be great if this problem got resolved as well, but that is not the priority.
Thanks in advance.
I wanted to ask if anyone knows a Stata function that could help. A reference to a paper without a command would also be helpful.
In principle, I have a time series with noise that i would like to smooth out. By the nature of the data, I know that the result should be non-decreasing (these are estimated total units sold, with the estimation occurring each day, independently of the previous ones).
Is there any existing smoothing filter that would reduce the noise, but also make sure that the result is non-decreasing, in a 'smart' way?
The data also has some outliers (values might be much too high, but never much too low), so it would be great if this problem got resolved as well, but that is not the priority.
Thanks in advance.
Comment