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[Adrien Vogt-Schilb]

I don't knwo if that is usefull for you:

I had to test seasonality and i did it successfully with Principal 
component analyses

you may use the grocer atoms toolbox to do PCAs

there's a lot of documentation on the web: 
https://www.google.com/search?q=seasonality+principal+component+analyses&hl=en

On 17/11/2011 14:07, Schreckenbach Stephan wrote:
> 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
>


-- 
Adrien Vogt-Schilb (Cired)
Tel: (+33) 1 43 94 *73 77*
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