saisonality in time series
Schreckenbach Stephan
s.schreckenbach at truma.com
Thu Nov 17 15:36:36 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
More information about the users
mailing list