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.
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| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Title | A simple test for stable seasonalities / by B. C. Sutradhar, I. B. Macneill and E. B. Dagum. |
| Series title | Working paper ; 91-7 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| 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. |
| Description | 15 p. : figures. |
| Catalogue number |
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| Departmental catalogue number | 11-614E |
| Subject terms | Methodology Statistical analysis |
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