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.
|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|
|Electronic Document|| |
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|Note||Digitized edition from print [produced by Statistics Canada]. "Working Paper No. TSRA 91-010 E."|
|Number of Pages||15 p.|
|Departmental Catalogue Number||11-614E no. 91-10|
|Subject Terms||Methodology, Statistical analysis|
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