Bartlett type modified tests for moving seasonalities / by B. C. Sutradhar and E. B. Dagum.: CS11-614/93-2E-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 stable as well as moving seasonalities. Under the assumption that the seasonal pattern is constant over time, recently Sutradhar, Dagum and Solomon (1991) discuss a modification to the standard F-test for testing the significance of stable (constant) seasonalities. The present paper examines the presence of changing seasonal pattern versus a constant seasonal pattern over time. It is shown that the test for the presence of moving seasonalities is equivalent to test for the homogeneity 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. The corrected Bartlett test statistic has asymptotically chi-square distribution with suitable degrees of freedom"--Summary, p. 1.
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| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Title | Bartlett type modified tests for moving seasonalities / by B. C. Sutradhar and E. B. Dagum. |
| Series title | Working paper ; 93-2 |
| 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. 93-002E." Includes bibliographic references. Abstract in French. |
| Publishing information | [Ottawa] : Statistics Canada, [1993]. |
| Author / Contributor | Sutradhar, Brajendra Chandra,1952- Dagum, Estela Bee. |
| Description | 16 p. |
| Catalogue number |
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| Departmental catalogue number | 11-614 no. 93-2 |
| Subject terms | Statistical analysis Methodology |
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