Advanced search
Publication Cover
Journal of the American Statistical Association Volume 75, 1980 - Issue 370
Submit an article Journal homepage
70
Views
86
CrossRef citations to date
0
Altmetric
Theory and Method

Testing for Periodicity in a Time Series

Andrew F. Siegel Department of Statistics, Princeton University, Princeton, NJ, 08544, USA
Pages 345-348 | Received 01 Feb 1978, Published online: 12 Mar 2012
 
Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days

Abstract

A one-parameter family of tests for periodicity in a time series is proposed that contains Fisher's test as a special case. Some tests in this family have substantially larger power than Fisher's test against many alternatives, yet retain comparable power against those alternatives for which Fisher's test is optimal. A Monte Carlo power study establishes this and also provides a basis for the selection of a test from this family. Critical values are obtained by using a duality with the problem of covering a circle with random arcs.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related Research Data

Global and local spectral-based tests for periodicities
Source: Oxford University Press (OUP)
Time-Varying Periodicity in Intraday Volatility
Source: Institut for Økonomi, Aarhus Universitet
The noncentral chi-squared distribution with zero degrees of freedom and testing for uniformity
Source: Oxford University Press (OUP)
THE SAMPLING DISTRIBUTION OF SOME STATISTICS OBTAINED FROM NON‐LINEAR EQUATIONS
Source: Wiley
Random Arcs on the Circle
Source: Cambridge University Press (CUP)
SOLUTION TO A GEOMETRICAL PROBLEM IN PROBABILITY
Source: Wiley
Tests of significance in harmonic analysis
Source: The Royal Society
Seasonal Oscillation of Human Infection with Influenza A/H5N1 in Egypt and Indonesia
Source: Public Library of Science (PLoS)
ON THE SIMILARITY OF THE DISTRIBUTIONS FOUND FOR THE TEST OF SIGNIFICANCE IN HARMONIC ANALYSIS, AND IN STEVENS'S PROBLEM IN GEOMETRICAL PROBABILITY
Source: Wiley
Reconstruction of past nutrient utilization in the Eastern Angola Basin based on sedimentary 15N/14N ratios
Source: American Geophysical Union (AGU)
Late Quaternary Upwelling Intensity and East Asian Monsoon Forcing in the South China Sea
Source: Cambridge University Press (CUP)
Asymptotic Coverage Distributions on the Circle
Source: Institute of Mathematical Statistics
Body temperature patterns and use of torpor in an alpine glirid species, woolly dormouse
Source: SPRINGER HEIDELBERG
ICME SHEATH REGION AND PP ELECTRIC FIELD
Source: American Geophysical Union (AGU)

Linking provided by 

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.