Dear all,

I have a question about how to identify the weekday of the high and low points in time series analysis.

My data looks like this, where odate is the date and daily average is the variable of interest. I generated the weekday of the data by use of the dow command in stata.


Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input float(odate daily_average dow)
21833  558.8615 5
21834 602.16187 6
21835  599.1369 0
21836 586.83997 1
21837   487.384 2
21840 588.78766 5
21841 583.47736 6
21842  598.8483 0
21843  569.3498 1
21847  546.3105 5
21848 546.90594 6
21849  592.6006 0
21853  702.3023 4
21854   570.108 5
21855  587.7522 6
21856 579.67017 0
21857 576.75354 1
21858  504.4952 2
21859  564.3304 3
21860  722.5038 4
21861 541.64734 5
21862 538.60876 6
21864  630.0263 1
21865 496.88385 2
21866  659.5681 3
21867  718.9317 4
21868  597.2248 5
21869  617.5574 6
21870  608.1977 0
21871  573.3346 1
21872  513.1751 2
21873  579.5194 3
21874  731.8616 4
21875  591.5007 5
21876 585.56494 6
21877 600.34674 0
21878  571.5742 1
21879  478.3791 2
21880  570.5222 3
21881  719.6547 4
21882 573.55774 5
21883  559.4268 6
21884  571.9596 0
21885  609.8727 1
21886    514.05 2
21887  573.0786 3
21888  727.6231 4
21889  568.8781 5
21890  598.8592 6
21891 604.44745 0
21892  589.0873 1
21893  484.4622 2
21894  593.1388 3
21895  750.2917 4
21896 597.18036 5
21897  594.0722 6
21898  612.2352 0
21901 593.78156 3
21902  731.9205 4
21903  587.6961 5
21904  585.5294 6
21905  592.0468 0
21906  597.9922 1
21907  457.2679 2
21908 586.17267 3
21909  754.5541 4
21910  602.9098 5
21911  594.4632 6
21912  596.5747 0
21913 606.11554 1
21914 540.07556 2
21915  611.2679 3
21916  716.9801 4
21917  571.1439 5
21918 558.21387 6
21919  588.6963 0
21920  577.4242 1
21921  496.9474 2
21922 558.11566 3
21923  750.2371 4
21924  562.8652 5
21925  594.6396 6
21926 604.78296 0
21927  596.4515 1
21929  606.9549 3
21930  738.0359 4
21931 600.69617 5
21932  570.9493 6
21933 561.29755 0
21934 554.81696 1
21935  493.2901 2
21936 518.47144 3
21937  639.7033 4
21938 559.89703 5
21939  595.8712 6
21942   605.671 2
21943   614.989 3
21944  704.0444 4
21945    512.14 5
21946  415.8226 6
end
format %tdCCYY-NN-DD odate
The code that I used to plot the time series trend is
Code:
twoway (tsline daily_average)
And the result I get is as below:Array

I want to know the days for the high and low points in the picture, say whether it is Thursday, Sunday etc. I wonder if anyone knows how to do this Stata. Currently what I can do is to mark the weekend on the graph but that's not what we want exactly because it turns out that the weekend does not correspond to the high and low points most of the time. Therefore, I wonder if you have any idea about how to do this in Stata.

Thank you so much!