On tests for moving seasonality / by Brajendra C. Sutradhar and Estela Bee Dagum.: CS11-614/91-15E-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 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.
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|Department/Agency||Canada. Statistics Canada. Methodology Branch.|
|Title||On tests for moving seasonality / by Brajendra C. Sutradhar and Estela Bee Dagum.|
|Series title||Working paper ; 91-15|
|Publication type||Series - View Master Record|
|Electronic document|| |
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|Note(s)|| Digitized edition from print [produced by Statistics Canada]. |
"Working paper No. TSRA-91-015E."
Includes bibliographic references.
Abstract in French.
|Publishing information||[Ottawa] : Statistics Canada, 1991.|
|Author / Contributor|| Sutradhar, Brajendra Chandra,1952- |
Dagum, Estela Bee.
|Description||16,  p. : figures.|
|Catalogue number|| |
|Departmental catalogue number||11-614E no. 91-15|
|Subject terms||Methodology, Statistical analysis|
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