Autore:
Canova, Fabio
Titolo:
Three tests for the existence of cycles in time seriesPeriodico:
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papersAnno:
1992 - Fascicolo:
78 - Pagina iniziale:
1 - Pagina finale:
28Three tests for the presence of cycles in univariate time series are proposed. The asymptotic distribution of the tests is derived using the properties of the integrated spectrum. The small sample power of the tests is computed using simulated data. The tests are applied to US data to detect the existence of significant seasonal and of other types of periodic fluctuations.
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Testo completo:
http://hdl.handle.net/1814/429Esportazione dati in Refworks (solo per utenti abilitati)
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