Due to maintenance, the Publications.gc.ca website may operate intermittently between 5:00 am ET until 9:00 am ET on Sunday, October 22, 2017.
On tests for moving seasonality: 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.
|Department/Agency||Statistics Canada. Methodology Branch.|
|Title||On tests for moving seasonality|
|Series Title||Working paper ;|
|Publication Type||Series - View Master Record|
|Electronic Document|| |
Information identified as archived is provided for reference, research or recordkeeping purposes. It is not subject to the Government of Canada Web Standards and has not been altered or updated since it was archived. Please contact the authoring department to request a format other than those available.
We invite you to consult the Frequently Asked Questions page for additional information regarding the Archived Content notice.
Note: The URLs contained in this/these document(s) may no longer be functional
|Note||Digitized edition from print [produced by Statistics Canada]. "Working paper No. TSRA-91-015E." "September 1991."|
|Number of Pages||16,  p. :|
|Departmental Catalogue Number||11-614E no. 91-15|
|Subject Terms||Methodology, Statistical analysis|
- Date modified: