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I don't knwo if that is usefull for you:<br>
<br>
I had to test seasonality and i did it successfully with Principal
component analyses<br>
<br>
you may use the grocer atoms toolbox to do PCAs<br>
<br>
there's a lot of documentation on the web:
<a class="moz-txt-link-freetext" href="https://www.google.com/search?q=seasonality+principal+component+analyses&hl=en">https://www.google.com/search?q=seasonality+principal+component+analyses&hl=en</a><br>
<br>
On 17/11/2011 14:07, Schreckenbach Stephan wrote:
<blockquote
cite="mid:0C8A93DCC52C6C4FAD91B1BF0782FFEE0602D23D@truma-mail.truma.com"
type="cite">
<pre wrap="">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
</pre>
</blockquote>
<br>
<br>
<div class="moz-signature">-- <br>
Adrien Vogt-Schilb (Cired) <br>
Tel: (+33) 1 43 94 <b>73 77</b></div>
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