Testing for periodic autocorrelations in seasonal time series data
季节性时间序列中周期自相关的检验
This paper presents statistical procedures for deciding if periodicities exist in the autocorrelation function of a seasonal time series after removal of seasonal means and standard deviations. The procedures are based on asymptotic properties of a Fourier-transformed version of the estimated periodic autocorrelation function. Analyses of simulated and actual data sets illustrate the usefulness of the proposed methods.