A GENERAL TEST FOR UNIVARIATE SEASONALITY

DOI10.1111/1467-9892.00037zbMath0870.62090OpenAlexW2018633221MaRDI QIDQ4337824

Alfonso Novales, Rafael Flores

Publication date: 27 May 1997

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: http://eprints.ucm.es/28000/1/ICAE9503.pdf

zbMATH Keywords

VAR modelPAR modelsmultivariate representationtest for univariate seasonality

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)

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