00000nam 2200000za 4500 9.838524 CaOODSP 20221107151411 cr ||||||||||| 170619s1991 onc |o f|0| 0 eng d CaOODSP eng eng fre n-cn--- CS11-614/91-15E-PDF Sutradhar, Brajendra Chandra, 1952- On tests for moving seasonality [electronic resource] / by Brajendra C. Sutradhar and Estela Bee Dagum. [Ottawa] : Statistics Canada, 1991. 16, [2] p. : figures. Working paper ; 91-15 Digitized edition from print [produced by Statistics Canada]. "Working paper No. TSRA-91-015E." "September 1991." Includes bibliographic references. "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 seasonal patterns. The main objective of this paper is to examine the presence of changing seasonal pattern versus a constant seasonal pattern over time. It is shown that the test for the presence of moving seasonality is equivalent to test for the homogeneity of 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. We also develop an asymptotically locally optimal test based on Neyman's (1959) approach. The test procedures are illustrated using the airline series"--Summary. Abstract in French. gccst Methodology gccst Statistical analysis Dagum, Estela Bee. Canada. Statistics Canada. Methodology Branch. Working paper (Statistics Canada. Methodology Branch) 91-15 (CaOODSP)9.834763 PDF 2.25 MB https://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-91-15-eng.pdf 11-614E no. 91-15