Tests for Harmonic Components in the Spectra of Categorical Time Series

Monnie McGee and Katherine Ensor

Journal of Time Series Analysis, 1998, vol. 19, issue 3, 309-323

Abstract: A test for categorical time series is developed which is based on Fisher’s test for continuous‐parameter time series. Instead of using a test based on the Fourier periodog ram for spectral analysis, we utilize the Walsh–Fourier periodogram for testing purposes. We briefly explain the theory behind Walsh–Fourier analysis and some of its recent applications. Asymptotic results for the distribution of the new test statistic for Walsh–Fourier spectra are presented and compared with a simulated distribution. We also perform power studies in order to assess the detection capability of the test. In the presence of multiple peaks in the spectrum, this test tends to lose power. Therefore, we also explore several alternatives to the test for Walsh–Fourier spectra and apply all of the alternative methods to a realization of geomagnetic reversals

Date: 1998
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.1111/1467-9892.00094

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:19:y:1998:i:3:p:309-323

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0143-9782

Access Statistics for this article

Journal of Time Series Analysis is currently edited by M.B. Priestley

More articles in Journal of Time Series Analysis from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().