Hi Ken,
I have a monthly time series, and the seasonal pattern is obvious where
peaks are in Dec and drops in Jan. However due to various "external"
factors, the seasonal variation during the year may change from time to
time. The traditional practice here is to use seasonal dummies to treat
them deterministically.
Therefore I am curious that instead of treating them as fixed effects,
whether random effects model can apply for 12 month in each year.
We do not use Box-Jenkin approach to difference the time series as we can
hardly find a significant association on a variable of interest. But using
determinstic trend and seasonal dummies do....
Thanks
Fred

On Thu, Feb 16, 2012 at 8:12 AM, Kenneth Frost <kfrost@wisc.edu> wrote:

> Hi, Fred-
>
> The answer to your question is probably yes, but you need to provide more
> details about what you want to do.
>
> Ken
>
> On 02/15/12, Jianyun Wu   wrote:
> > Dear All,
> >
> > Is there any function or packages in R that I can treat seasonal patterns
> > as random effects in a monthly time series?
> >
> > Is this possible to formulate such a model using nlme, lme4 or other
> > available mixed model packages?
> >
> > Thanks and Regards
> >
> > Fred
> >
> >       [[alternative HTML version deleted]]
> >
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>
>

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