Hello every body,
I have tow time series (climatic and demographic variables) and visually they have the same period, but I need to show this result rigorously.
So which methods I must to use in this case.
Thanks in advance.
Start by examining the periodogram of each time series to identify and compare any underlying periodic behavior. Finding the frequency where peak power occurs would be a good place to start. Another quick and dirty method would be to fit a sinusoidal function to your data to and examine the fitted parameter corresponding to the period. There are a number of different tools and techniques you can use here. I suggest playing around with a few to determine which best suits your needs.
Best,
Josh
Why not show the ime series properties of each data. Start my graph and do an augmented Dickey-Fuller (ADF) test on each level and times series. That is, easy and rigorous
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