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.

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Department/Agency Statistics Canada. Methodology Branch.
Title On tests for deterministic and stochastic seasonalities
Series Title Working paper ;
Publication Type Series - View Master Record
Language [English]
Format Electronic
Electronic Document

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Note Digitized edition from print [produced by Statistics Canada]. "Working Paper No. TSRA-89-021E."
Date [1989].
Number of Pages [47] p. :
Catalogue Number
  • CS11-614/89-21E-PDF
Departmental Catalogue Number 11-614E
Subject Terms Methodology, Statistical analysis