On tests for deterministic and stochastic seasonalities: CS11-614/89-21E-PDF
"The adjustment of economic and social time series for seasonal variation has been and continues to be the subject of much attention. As a first step towards seasonally adjusting a series, it is essential to test for the presence of deterministic as well as stochastic seasonalities in time series. The standard ANOVA tests for seasonalities are inappropriate, as they do not allow for the likely possibility that observations are autocorrelated This paper discusses certain modified F-tests for deterministic seasonalities. Tests for stochastic seasonalities are also discussed. The test procedures are illustrated by several numerical examples"--Abstract.
|Department/Agency||Statistics Canada. Methodology Branch.|
|Title||On tests for deterministic and stochastic seasonalities|
|Series Title||Working paper ;|
|Publication Type||Series - View Master Record|
|Electronic Document|| |
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|Note||Digitized edition from print [produced by Statistics Canada]. "Working Paper No. TSRA-89-021E."|
|Number of Pages|| p. :|
|Departmental Catalogue Number||11-614E|
|Subject Terms||Methodology, Statistical analysis|
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