A simple test for stable seasonality

DOI10.1016/0378-3758(94)00016-OMaRDI QIDQ1345558zbMATH OpenOpenAlexFDO

Authors I. B. MacNeil, Brajendra C. Sutradhar, Estela Bee Dagum

Publication date 8 November 1999

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(94)00016-o

zbMATH Keywords

seasonalitydependent quadratic formsmodified \(F\)-testsseasonal adjustmentstwo-way correlations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites work

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• Seasonal Adjustment and Relations Between Variables
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION
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• Testing the Independence of Regression Disturbances

Cited in

(2)

• Least-squares estimation and ANOVA for periodic autoregressive time series
• Testing for seasonal means in time series data

Describes a project that uses

Uses Software

• AS 99

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