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  • Detrended Fluctuation Analysis

    Hi everyone,

    I am currently doing some analysis on Peak Expiratory Flow Data (PEFR). I've recently learnt about Detrended Fluctuation Analysis (DFA) as a method for analyzing the variability of PEFR data. I've attached a link on DFA and the formula is:







    From what I understand, the time series to be analyzed (with N samples) first has to be integrated. Then the integrated time series is divided into boxes of equal length, n (ie. 7 days). In each box of length n, a least squares line is fit to the data (representing the trend in that time interval). The y coordinate of the straight line segments is denoted by yn(k).

    After this you have to detrend the integrated time series, y(k), by subtracting the local trend, yn(k), in each time interval . And finally the root-mean-square fluctuation of this integrated and detrended time series is performed.


    I was wondering if anyone knew how to code stata to analyze my data to calculate the DFA? I know it can be done with Matlab, but I'd prefer to do it in stata if at all possible.
    This is an example of my data:


    Code:
         +------------------+
         |      date   PEFR |
         |------------------|
      1. | 13mar2013    183 |
      2. | 13mar2013    424 |
      3. | 13mar2013    438 |
      4. | 13mar2013    398 |
      5. | 16apr2013    666 |
         |------------------|
      6. | 16apr2013    606 |
      7. | 17apr2013    562 |
      8. | 17apr2013    708 |
      9. | 18apr2013    550 |
     10. | 18apr2013    597 |
         |------------------|
     11. | 19apr2013    542 |
     12. | 20apr2013    563 |
     13. | 20apr2013    558 |
     14. | 21apr2013    567 |
     15. | 21apr2013    564 |
         |------------------|
     16. | 22apr2013    591 |
     17. | 22apr2013    571 |
     18. | 23apr2013    579 |
     19. | 24apr2013    503 |
     20. | 24apr2013    591 |
         |------------------|
     21. | 25apr2013    570 |
     22. | 30apr2013    644 |
     23. | 01may2013    464 |
     24. | 01may2013    602 |
     25. | 02may2013    533 |
         |------------------|
     26. | 02may2013    573 |
     27. | 03may2013    491 |
     28. | 03may2013    562 |
     29. | 06may2013    576 |
     30. | 07may2013    498 |
         +------------------+
    thanks to anyone that can help

    imran

  • #2
    anyone have any ideas or suggestions on performing detrended fluctuation analysis in stata?

    thanks
    imran

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