Testing for adequacy of seasonal adjustment in the frequency domain

DOI10.1016/j.jspi.2020.06.012zbMath1455.62179OpenAlexW3082269249MaRDI QIDQ826978

Anindya Roy, Tucker S. McElroy

Publication date: 6 January 2021

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2020.06.012

zbMATH Keywords

fixed-b asymptoticsspectral peaksvisual significance

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

A Review of Seasonal Adjustment Diagnostics ⋮ Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density

Cites Work

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• A test of a multivariate normal mean with composite hypotheses determined by linear inequalities
• Uniformly More Powerful Tests for Hypotheses Concerning Linear Inequalities and Normal Means
• Spectral Analysis of Seasonal Adjustment Procedures

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