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.

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Keywords seasonality
Persistent URL dx.doi.org/10.1016/0165-1765(92)90067-9, hdl.handle.net/1765/2069
Journal Economics Letters
Citation
Franses, Ph.H.B.F. (1992). Testing for seasonality. Economics Letters, 259–262. doi:10.1016/0165-1765(92)90067-9