On tests for moving seasonality / by Brajendra C. Sutradhar and Estela Bee Dagum. : CS11-614/91-15E-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 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.
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| Ministère/Organisme | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Titre | On tests for moving seasonality / by Brajendra C. Sutradhar and Estela Bee Dagum. |
| Titre de la série | Working paper ; 91-15 |
| 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-91-015E." "September 1991." Includes bibliographic references. Abstract in French. |
| Information sur la publication | [Ottawa] : Statistics Canada, 1991. |
| Auteur / Contributeur | Sutradhar, Brajendra Chandra,1952- Dagum, Estela Bee. |
| Description | 16, [2] p. : figures. |
| Numéro de catalogue |
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| Numéro de catalogue du ministère | 11-614E no. 91-15 |
| Descripteurs | Methodology Statistical analysis |