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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.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.838521&sl=0

Publication information
Department/Agency
  • Canada. Statistics Canada. Methodology Branch.
TitleAn 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 typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • Digitized edition from print [produced by Statistics Canada].
  • "Working Paper No. TSRA 91-010 E."
  • Includes bibliographic references.
Publishing information
  • [Ottawa] : Statistics Canada, 1991.
Author / Contributor
  • Sutradhar, Brajendra Chandra,1952-
  • Dagum, Estela Bee.
  • Solomon, Binyam.
Description15 p.
Catalogue number
  • CS11-614/91-10E-PDF
Departmental catalogue number11-614E no. 91-10
Subject terms
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