出版社：Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
摘要：The aim of this paper is to propose an alternative approach for detecting a non-constant seasonal pattern in a time-series. It differs from the Canova and Hansen test in taking account of the structure of the autocorrelation of the process in a parametric way. A Monte Carlo experiment was carried out for comparing the two approaches. The statistics calculated according to the alternative one highlighted a better ability in detecting a stationary process at a particular frequency, even with a coefficient near the border of the non-stationarity region, not implying any reduction in the power of the test.
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