A simple test for stable seasonality

DOI10.1016/0378-3758(94)00016-OzbMath0925.62531OpenAlexW2087745998MaRDI QIDQ1345558

I. B. MacNeil, Estela Bee Dagum, Brajendra Chandra Sutradhar

Publication date: 8 November 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00016-o

zbMATH Keywords

seasonalitydependent quadratic formsmodified \(F\)-testsseasonal adjustmentstwo-way correlations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (2)

Testing for seasonal means in time series data ⋮ Least-squares estimation and ANOVA for periodic autoregressive time series

Uses Software

• AS 99

Cites Work

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• Computing the distribution of quadratic forms in normal variables
• SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION

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