Bartlett type modified tests for moving seasonalities: CS11-614/93-2E-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 seasonalities. Under the assumption that the seasonal pattern is constant over time, recently Sutradhar, Dagum and Solomon (1991) discuss a modification to the standard F-test for testing the significance of stable (constant) seasonalities. The present paper examines the presence of changing seasonal pattern versus a constant seasonal pattern over time. It is shown that the test for the presence of moving seasonalities is equivalent to test for the homogeneity 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. The corrected Bartlett test statistic has asymptotically chi-square distribution with suitable degrees of freedom"--Summary, p. 1.

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Department/Agency Statistics Canada. Methodology Branch.
Title Bartlett type modified tests for moving seasonalities
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. 93-002E."
Date [1993].
Number of Pages 16 p.
Catalogue Number
  • CS11-614/93-2E-PDF
Departmental Catalogue Number 11-614 no. 93-2
Subject Terms Statistical analysis, Methodology