Dear all,
I have a question about how to identify the weekday of the high and low points in time series analysis.
My data look like this:
I have created the figure as below for daily_average and daily_aggregate separately using code
The issue now is that I want to put daily_aggregate on the same figure with daily_aggregate has its own y-axis. I tried the code below following the code I used before,
However, I was not able to get the figure as I expected with this command. I wonder if anyone has any idea of how to revise the code to generate the graph that I want.
Thank you and look forward to your reply.
I have a question about how to identify the weekday of the high and low points in time series analysis.
My data look like this:
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float(odate daily_average dow daily_aggregate) 21833 558.8615 5 228433.4 21834 602.16187 6 248830.3 21835 599.1369 0 286873.3 21836 586.83997 1 288542.2 21837 487.384 2 396684.7 21840 588.78766 5 251097.6 21841 583.47736 6 264955.8 21842 598.8483 0 280131.6 21843 569.3498 1 292125.6 21847 546.3105 5 322303.1 21848 546.90594 6 284829.7 21849 592.6006 0 312704.8 21853 702.3023 4 565021.4 21854 570.108 5 281427 21855 587.7522 6 292463.9 21856 579.67017 0 285388 21857 576.75354 1 294538.6 21858 504.4952 2 354774.8 21859 564.3304 3 244320.1 21860 722.5038 4 742229.9 21861 541.64734 5 240482 21862 538.60876 6 309879.1 21864 630.0263 1 341794.4 21865 496.88385 2 271955.2 21866 659.5681 3 224037.5 21867 718.9317 4 551383.1 21868 597.2248 5 230995.3 21869 617.5574 6 297261.5 21870 608.1977 0 337398.2 21871 573.3346 1 471880.2 21872 513.1751 2 413158.5 21873 579.5194 3 296647 21874 731.8616 4 841382 21875 591.5007 5 251893 21876 585.56494 6 283856.1 21877 600.34674 0 261585.1 21878 571.5742 1 298434.8 21879 478.3791 2 462645.1 21880 570.5222 3 320055.3 21881 719.6547 4 846669.6 21882 573.55774 5 321442.8 21883 559.4268 6 306342.7 21884 571.9596 0 378978.4 21885 609.8727 1 330358.8 21886 514.05 2 410256.6 21887 573.0786 3 325302.1 21888 727.6231 4 965301.9 21889 568.8781 5 316153.5 21890 598.8592 6 326133.6 21891 604.44745 0 371609.3 21892 589.0873 1 425666.1 21893 484.4622 2 612013.8 21894 593.1388 3 395843.8 21895 750.2917 4 1170309 21896 597.18036 5 382975.6 21897 594.0722 6 336415.6 21898 612.2352 0 442558.3 21901 593.78156 3 356800.1 21902 731.9205 4 967405.1 21903 587.6961 5 269775.3 21904 585.5294 6 265819 21905 592.0468 0 293197 21906 597.9922 1 292557.6 21907 457.2679 2 288545.6 21908 586.17267 3 211657.5 21909 754.5541 4 787074.3 21910 602.9098 5 315600.2 21911 594.4632 6 251086.5 21912 596.5747 0 316811.3 21913 606.11554 1 353601.5 21914 540.07556 2 453573.3 21915 611.2679 3 315442 21916 716.9801 4 1161746 21917 571.1439 5 383375.1 21918 558.21387 6 493767.7 21919 588.6963 0 568176.2 21920 577.4242 1 610477.4 21921 496.9474 2 670616.1 21922 558.11566 3 476779 21923 750.2371 4 1372432 21924 562.8652 5 421542.8 21925 594.6396 6 388884.8 21926 604.78296 0 429245.3 21927 596.4515 1 462107.4 21929 606.9549 3 435527.3 21930 738.0359 4 1283441 21931 600.69617 5 434392.3 21932 570.9493 6 417687.4 21933 561.29755 0 455406.7 21934 554.81696 1 578193.9 21935 493.2901 2 954382.8 21936 518.47144 3 1323431 21937 639.7033 4 2410524 21938 559.89703 5 655217.1 21939 595.8712 6 507413.9 21942 605.671 2 775126.8 21943 614.989 3 909818.9 21944 704.0444 4 1231788 21945 512.14 5 1171733 21946 415.8226 6 1432087 end format %tdCCYY-NN-DD odate
I have created the figure as below for daily_average and daily_aggregate separately using code
Code:
gen week = odate - mod(dow(odate) - 7, 7) format week %tdd_m label define DOW 0 "Sun" 1 "Mon" 2 "Tue" 3 "Wed" 4 "Thu" 5 "Fri" 6 "Sat" bys week: egen high = max(daily_average) bys week: egen low = min(daily_average) bys week: egen highdate = max(cond(daily_average==high,odate,.)) bys week: egen highday = max(cond(daily_average==high,dow,.)) bys week: egen lowdate = max(cond(daily_average==low,odate ,.)) bys week: egen lowday = max(cond(daily_average==low,dow ,.)) label values *day DOW twoway line daily_average odate || scatter high highdate,mlabel(highday) mlabpos(12)||scatter low lowdate,mlabel(lowday) mlabpos(6)||,legend(off) scheme(s1mono)
The issue now is that I want to put daily_aggregate on the same figure with daily_aggregate has its own y-axis. I tried the code below following the code I used before,
Code:
bys week: egen high1 = max(daily_aggregate)
bys week: egen low1 = min(daily_aggregate)
bys week: egen highdate1 = max(cond(daily_aggregate==high,odate,.))
bys week: egen highday1 = max(cond(daily_aggregate==high,dow,.))
bys week: egen lowdate1 = max(cond(daily_aggregate==low,odate ,.))
bys week: egen lowday1 = max(cond(daily_aggregate==low,dow ,.))
label values *day DOW
twoway (tsline daily_average)(tsline daily_aggregate, yaxis(2)) || scatter high highdate,mlabel(highday) mlabpos(12)||scatter low lowdate,mlabel(lowday) mlabpos(6)||scatter high1 highdate1,mlabel(highday1) mlabpos(12)||scatter low1 lowdate1,mlabel(lowday1) mlabpos(6)||,leg(on) xtitle("date") ylab(, angle(h))
Thank you and look forward to your reply.
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