Elsevier

Economics Letters

Volume 38, Issue 3, March 1992, Pages 259-262
Economics Letters

Testing for seasonality

https://doi.org/10.1016/0165-1765(92)90067-9Get rights and content

Abstract

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.

References (5)

There are more references available in the full text version of this article.

Cited by (0)

Thanks are due to Eric Ghysels and Denise Osborn for making available the data series.

View full text