A simple test for stable seasonalities / by B. C. Sutradhar, I. B. Macneill and E. B. Dagum. : CS11-614/91-7E-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 seasonalities. This paper uses an ANOVA type model for seasonality in time series. Because autocorrelation invalidates usual ANOVA F-tests, we discuss an exact modified F-test for testing for stable seasonalities. The test procedures are illustrated using two sets of data"--Summary.
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.838377&sl=1
| Ministère/Organisme | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Titre | A simple test for stable seasonalities / by B. C. Sutradhar, I. B. Macneill and E. B. Dagum. |
| Titre de la série | Working paper ; 91-7 |
| 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 91-007." Includes bibliographic references. |
| Information sur la publication | [Ottawa : Statistics Canada, 1991]. |
| Auteur / Contributeur | Sutradhar, Brajendra Chandra,1952- MacNeill, I. B. Dagum, Estela Bee. |
| Description | 15 p. : figures. |
| Numéro de catalogue |
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| Numéro de catalogue du ministère | 11-614E |
| Descripteurs | Methodology Statistical analysis |
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