This paper proposes a general-to-simple test procedure for the presence of seasonal patterns in time series, which is based on tests for parameter restrictions in a general periodic model. The method is illustrated for the U.K. stock price index and the U.S. CLI index.

Additional Metadata
Keywords seasonality
Persistent URL,
Journal Economics Letters
Franses, Ph.H.B.F. (1992). Testing for seasonality. Economics Letters, 259–262. doi:10.1016/0165-1765(92)90067-9