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Original Articles

Comparison of periodogram tests

Pages 357-369 | Received 14 May 2004, Published online: 01 Feb 2007
 

Abstract

The periodogram ordinate is a common statistic used for the detection of sinusoidal behavior in time series data. Different statistical tests based on the periodogram ordinates have been proposed, and in this paper, Monte Carlo simulations are used to compare the power of three of these periodogram tests in their ability to detect periodic behavior under various conditions like simple or multiple cycles as well as for different frequency bases. Analyses of real world data will illustrate the strengths and weaknesses of the tests.

Additional information

Notes on contributors

Laura A. McSweeney

Email: [email protected]

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