On tests for deterministic and stochastic seasonalities / by B. C. Sutradhar, I. B. MacNeill and E. B. Dagum. : CS11-614/89-21E-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 deterministic as well as stochastic seasonalities in time series. The standard ANOVA tests for seasonalities are inappropriate, as they do not allow for the likely possibility that observations are autocorrelated This paper discusses certain modified F-tests for deterministic seasonalities. Tests for stochastic seasonalities are also discussed. The test procedures are illustrated by several numerical examples"--Abstract.
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.838356&sl=1
| Ministère/Organisme | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Titre | On tests for deterministic and stochastic seasonalities / by B. C. Sutradhar, I. B. MacNeill and E. B. Dagum. |
| Titre de la série | Working paper ; 89-21 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "Working Paper No. TSRA-89-021E." Includes bibliographic references. Abstract in French. |
| Information sur la publication | [Ottawa] : Statistics Canada, [1989]. |
| Auteur / Contributeur | Sutradhar, Brajendra Chandra,1952- MacNeill, I. B. Dagum, Estela Bee. |
| Description | [47] p. : figures. |
| Numéro de catalogue |
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| Numéro de catalogue du ministère | 11-614E |
| Descripteurs | Methodology Statistical analysis |
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