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.

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Department/Agency Statistics Canada. Methodology Branch.
Title On tests for moving seasonality
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-91-015E." "September 1991."
Date 1991.
Number of Pages 16, [2] p. :
Catalogue Number
  • CS11-614/91-15E-PDF
Departmental Catalogue Number 11-614E no. 91-15
Subject Terms Methodology, Statistical analysis