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Detection and Analysis of Small-Amplitude Seasonal Variation in a Short Time Series

Osvaldo Marrero

The American Economist, 2019, vol. 64, issue 1, 73-81

Abstract: We discuss a procedure for seasonality analyses of short time-series data with small amplitude. Such analyses are often performed in medical research. In economics, however, time series are typically long and of appreciable amplitude; therefore, economists are used to analyzing such data. Our procedure provides one more tool for the economists’ data-analysis toolbox. We illustrate the procedure’s application with three examples of real economics data. The examples demonstrate that the procedure can be profitably applied to short economics time series. JEL Classifications: C12, C22, C23, C49, F31

Keywords: statistical test for seasonality; time-series analysis (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:sae:amerec:v:64:y:2019:i:1:p:73-81

DOI: 10.1177/0569434518754506

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