[scilab-Users] saisonality in time series

[Petter Wingren]

Did a quick search but couldnt find anything obvious. I suppose the
word you are looking for is seasonality - maybe that helps in finding
something useful.

On Thu, Nov 17, 2011 at 3:36 PM, Schreckenbach Stephan
<s.schreckenbach at truma.com> 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
>
>