Numerical distribution functions for seasonal stability tests

Autor:	Ignacio Díaz-Emparanza, M. Paz Moral
Rok vydání:	2014
Předmět:	Statistics and Probability Distribution function Sample size determination Statistics medicine Statistics Probability and Uncertainty Seasonality medicine.disease Unit (ring theory) Stability (probability) Mathematics
Zdroj:	Statistics & Probability Letters. 86:44-49
ISSN:	0167-7152
DOI:	10.1016/j.spl.2013.12.002
Popis:	The seasonal stability tests of Canova and Hansen (1995) (CH) provide a method complementary to that of Hylleberg et al. (1990) for testing for seasonal unit roots. But the distributions of the CH tests are unknown for small samples. We present a method for numerically computing critical values and P -values for the CH tests for any sample size and any seasonal periodicity. In fact, this method is applicable to the types of seasonality which are commonly in use, but also to any other.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::c84b8eb3c8e652cd24adc889a42f897d https://doi.org/10.1016/j.spl.2013.12.002 Zobrazit plný text záznamu Full Text from ScienceDirect