An exact test for the presence of stable seasonality with applications: CS11-614/91-10E-PDF

"This paper introduces an exact test which takes into account autocorrelated residuals following a SMA process of the (O,q) (O,Q) type. Comparisons of this modified F-test and the standard ANOVA test of X11ARIMA are made for a large number of Canadian socioeconomic series"--Summary.

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Department/Agency Statistics Canada. Methodology Branch.
Title An exact test for the presence of stable seasonality with applications
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 91-010 E."
Date 1991.
Number of Pages 15 p.
Catalogue Number
  • CS11-614/91-10E-PDF
Departmental Catalogue Number 11-614E no. 91-10
Subject Terms Methodology, Statistical analysis