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008170619s1991    onc    |o    f|0| 0 eng d
040 |aCaOODSP|beng
041 |aeng|bfre
043 |an-cn---
0861 |aCS11-614/91-15E-PDF
1001 |aSutradhar, Brajendra Chandra,|d1952-
24510|aOn tests for moving seasonality |h[electronic resource] / |cby Brajendra C. Sutradhar and Estela Bee Dagum.
260 |a[Ottawa] : |bStatistics Canada, |c1991.
300 |a16, [2] p. : |bfigures.
4901 |aWorking paper ; |v91-15
500 |aDigitized edition from print [produced by Statistics Canada].
500 |a"Working paper No. TSRA-91-015E."
500 |a"September 1991."
504 |aIncludes bibliographic references.
520 |a"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 stable as well as moving seasonal patterns. The main objective of this paper is to examine the presence of changing seasonal pattern versus a constant seasonal pattern over time. It is shown that the test for the presence of moving seasonality is equivalent to test for the homogeneity of variances of several correlated groups where observations in each group are also correlated. A modification to the standard Bartlett test is proposed which accounts for the autocorrelations. We also develop an asymptotically locally optimal test based on Neyman's (1959) approach. The test procedures are illustrated using the airline series"--Summary.
546 |aAbstract in French.
69207|2gccst|aMethodology
69207|2gccst|aStatistical analysis
7001 |aDagum, Estela Bee.
7101 |aCanada. |bStatistics Canada. |bMethodology Branch.
830#0|aWorking paper (Statistics Canada. Methodology Branch)|v91-15|w(CaOODSP)9.834763
85640|qPDF|s2.25 MB|uhttps://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-91-15-eng.pdf