Time series analysis with IF hypothesis

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BoukeArnhem
Posts: 1
Joined: Fri Aug 14, 2015 6:09 pm

Time series analysis with IF hypothesis

Postby BoukeArnhem » Fri Aug 14, 2015 6:20 pm

Hi guys,

I'm working on my master's degree thesis and need to do quite some research. I followed some classes and did some research before, but mostly on regression models and such. In my thesis I think i don't need to perform a regression analysis, but something like a trend analysis. I did some googling, but didn't find what I was looking for. Maybe some of you can help me with the following.

To simplify, I'm researching the following:

I expect (in a certain setting) that if a business shows excessive profits in one year, it's profit would decrease two or three years later and stabalize one or two years after that time.
So: if business X has a profit above average within the population, I expect the profit to be at or below average two or three years later and on average afterwards.

I probably need to set a threshold to at what excess (above average) I expect this trent, but that's something I think I need to worry about later.

I got a dataset of about 100 companies, over a period of 12 years.

Is it possible to do something like a trend analysis with this expectation on the total dataset, or do I need to select series first that apply?

Hope some of you can help me. Or refer me to an informative page.

Kind regards, Bouke

ps. excuse me for errors within my English language: i'm Dutch.
GerineL
Moderator
Posts: 1477
Joined: Tue Jun 10, 2008 4:50 pm

Re: Time series analysis with IF hypothesis

Postby GerineL » Mon Aug 17, 2015 9:23 am

I assume that there are specific analyses that are used within the field of economics for these types of questions.
If it were a research question in psychological science, I would think you need growth curve modeling, to see what trends of development exist within your data.

THis could be something to look into. It cannot be done with SPSS though.

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