{"title":"Three tests for the existence of cycles in time series","authors":"FABIO CANOVA","doi":"10.1006/reco.1996.0009","DOIUrl":null,"url":null,"abstract":"<div><p>Three 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 periodogram and the small sample properties are examined using a Monte Carlo experiment. The tests are applied to U.S. data to detect the existence of significant seasonal and of other types of periodic fluctuations.</p></div>","PeriodicalId":101136,"journal":{"name":"Ricerche Economiche","volume":"50 2","pages":"Pages 135-162"},"PeriodicalIF":0.0000,"publicationDate":"1996-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1006/reco.1996.0009","citationCount":"10","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Ricerche Economiche","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0035505496900099","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 10
Abstract
Three 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 periodogram and the small sample properties are examined using a Monte Carlo experiment. The tests are applied to U.S. data to detect the existence of significant seasonal and of other types of periodic fluctuations.
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