An exact test for the presence of stable seasonality with applications / by Brajendra C. Sutradhar, Estela bee Dagum and Binyam Solomon.: CS11-614/91-10E-PDF
"This paper introduces an exact test which takes into account autocorrelated residuals following a SMA process of the (O,q) (O,Q) type. Comparisons of this modified F-test and the standard ANOVA test of X11ARIMA are made for a large number of Canadian socioeconomic series"--Summary.
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| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Title | An exact test for the presence of stable seasonality with applications / by Brajendra C. Sutradhar, Estela bee Dagum and Binyam Solomon. |
| Series title | Working paper ; 91-10 |
| 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 91-010 E." Includes bibliographic references. |
| Publishing information | [Ottawa] : Statistics Canada, 1991. |
| Author / Contributor | Sutradhar, Brajendra Chandra,1952- Dagum, Estela Bee. Solomon, Binyam. |
| Description | 15 p. |
| Catalogue number |
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| Departmental catalogue number | 11-614E no. 91-10 |
| Subject terms | Methodology Statistical analysis |
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