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A simple test for stable seasonalities / by B. C. Sutradhar, I. B. Macneill and E. B. Dagum.: CS11-614/91-7E-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 seasonalities. This paper uses an ANOVA type model for seasonality in time series. Because autocorrelation invalidates usual ANOVA F-tests, we discuss an exact modified F-test for testing for stable seasonalities. The test procedures are illustrated using two sets of data"--Summary.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.838377&sl=0

Publication information
Department/Agency
  • Canada. Statistics Canada. Methodology Branch.
TitleA simple test for stable seasonalities / by B. C. Sutradhar, I. B. Macneill and E. B. Dagum.
Series title
  • Working paper ; 91-7
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • Digitized edition from print [produced by Statistics Canada].
  • "Working Paper No. TSRA 91-007."
  • Includes bibliographic references.
Publishing information
  • [Ottawa : Statistics Canada, 1991].
Author / Contributor
  • Sutradhar, Brajendra Chandra,1952-
  • MacNeill, I. B.
  • Dagum, Estela Bee.
Description15 p. : figures.
Catalogue number
  • CS11-614/91-7E-PDF
Departmental catalogue number11-614E
Subject terms
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