×

zbMATH — the first resource for mathematics

A simple test for stable seasonality. (English) Zbl 0925.62531

MSC:
62P20 Applications of statistics to economics
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84 Economic time series analysis
Software:
AS 99
PDF BibTeX XML Cite
Full Text: DOI
References:
[1] Bhargava, A., On the theory of testing for unit roots in observed time series, Rev. econom. stud., 3, 369-384, (1986) · Zbl 0602.62074
[2] Box, G.E.P.; Jenkins, G.M., Time series analysis, forecasting and control, (1976), Holden-Day San-Francisco, CA · Zbl 0109.37303
[3] Dagum, E.B., Seasonal factor forecasts from ARIMA models, Bull. inst. internat. statist., 46, 3, 203-216, (1975)
[4] Dagum, E.B., The X-11-ARIMA seasonal adjustment method, () · Zbl 0477.62075
[5] Dagum, E.B.; Huot, G.; Morry, M., A new look at an old problem: finding temporal patterns in homicide series — the Canadian case, Canad. J. statist., 16, 2, 117-133, (1988) · Zbl 0850.62090
[6] Durbin, J.; Watson, G.S., Testing for serial correlation in least squares regression III, Biometrika, 58, 1-19, (1971) · Zbl 0225.62112
[7] Franzini, L.; Harvey, A.C., Testing for deterministic trend and seasonal components in time series models, Biometrika, 70, 673-682, (1983) · Zbl 0522.62070
[8] Hannan, E.J., Testing for serial correlation in least squares regression, Biometrika, 44, 57-66, (1957) · Zbl 0089.36005
[9] Henshaw, R.C., Testing single-equation least squares regression models for autocorrelated disturbances, Econometrica, 34, 646-660, (1986)
[10] Hill, I.D.; Hill, R.; Holder, R.L., Fitting Johnson curves by moments, Appl. statist., 2, 180-189, (1976)
[11] Imhof, J.P., Computing the distribution of quadratic forms in normal variables, Biometrika, 48, 419-426, (1961) · Zbl 0136.41103
[12] Johnson, N.L., Systems of frequency curves generated by the methods of translation, Biometrika, 36, 149-176, (1949) · Zbl 0033.07204
[13] Kenny, P.B.; Durbin, J., Local trend estimation and seasonal adjustment of economic and social time series, J. roy. statist. soc. ser. A, 145, 1-41, (1982)
[14] McLeod, A.I.; MacNeill, I.B.; Bhattacharyya, J.D., Seasonal effects in Canadian murders, Canad. J. statist., 13, 4, 269-275, (1985)
[15] Pierce, D.A., Seasonal adjustment when both deterministic and stochastic seasonality are present, (), 242-272
[16] Satterthwaite, F.E., An approximate distribution of estimates of variance components, Biometrics, 2, 110-114, (1946)
[17] Sargan, J.D.; Bhargava, A., Testing residuals from least squares regression for being generated by the Gaussian random walk, Econometrica, 51, 153-174, (1983) · Zbl 0516.62099
[18] Sargan, J.D.; Bhargava, A., Maximum likelihood estimation of regression models with first order moving average errors when the root lies on the unit circle, Econometrica, 51, 799-820, (1983) · Zbl 0516.62098
[19] Shiskin, J.; Young, A.H.; Musgrave, J.C., The X-11 variant of the census method II adjustment program, ()
[20] Sutradhar, B.C., Exact maximum likelihood estimation for the mixed analysis of variance model with autocorrelated errors, The Statistician, 39, 3-9, (1990)
[21] Sutradhar, B.C.; Bartlett, R.F., An approximation to the distribution of the ratio of two general quadratic forms with application to time series valued designs, Comm. statist. theory methods, 18, 1563-1588, (1989) · Zbl 0696.62042
[22] Sutradhar, B.C.; Bartlett, R.F., A small and large sample comparison of Wald’s likelihood ratio, and Rao’s tests for testing linear regression with autocorrelated errors, Sankya B, 55, 186-198, (1993) · Zbl 0800.62412
[23] Sutradhar, B.C.; MacNeill, I.B.; Sahrmann, H.F., Time series valued experimental designs: one-way analysis of variance with autocorrelated errors, (), 113-129
[24] Theil, H.; Hagar, A.L., Testing the independence of regression disturbances, J. amer. statist. assoc., 56, 793-806, (1961) · Zbl 0102.35703
[25] Wallis, K.F., Seasonal adjustment and relation between variables, J. amer. statist. assoc., 69, 18-31, (1974) · Zbl 0279.90013
[26] Wallis, K.F., Seasonal adjustment and revision of current data: linear filters for the X-11 method, J. roy. statist. soc., ser. A, 145, 1, 74-85, (1982)
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.