If you can get at it, bring down the sensor and check to see if the set screw has come loose. On the anemometer, which is on the bottom, the cups might fall off if their screw is loose, but for the wind vane direction sensor, it will just spin and do nothing if the screw is loose.
I've rebuilt too many of these over the last few years, and that's the first thing that comes to mind when one fails.
You can check the anemometer for a dead sensor with a continuity checker, if the cups are spinning, you should get regular beeping from the checker. For the wind vane, use an ohm meter on it's output, any resistance will show up, if it doesn't change, that's an good indicator for a loose screw.
Hope that helps some.
