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Schreckenbach Stephan s.schreckenbach at truma.com
Thu Nov 17 14:07:01 CET 2011


Hi,

I look for a test of saisonality in time series.
The time series might be instationary and nonlinear and the saisonality
/ oscillation might have a changing amplitude. Furthermore the
distribution
might be unknown as well. 
I need something to test for significant saisonality without knowing /
estimating a (linear) model of the time series.

ideas I got so far: Chi Square Test for independency:
I could test for independence of saison and mean value of the data

Chi Square Test to test for different means of two data groups.
I could test for a difference of the mean between several seasons.

Any more or better ideas?

Thanks in advance, Stephan




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