EconPapers    
Economics at your fingertips  
 

Tests for compound periodicities and estimating a non linear function

Yukio Yanagisawa

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 8, 3676-3689

Abstract: We propose two tests for testing compound periodicities which are the uniformly most powerful invariant decision procedures against simple periodicities. The second test can provide an excellent estimation of a compound periodic non linear function from observed data. These tests were compared with the tests proposed by Fisher and Siegel by Monte Carlo studies and we found that all the tests showed high power and high probability of a correct decision when all the amplitudes of underlying periods were the same. However, if there are at least several different periods with unequal amplitudes, then the second test proposed always showed high power and high probability of a correct decision, whereas the tests proposed by Fisher and Siegel gave 0 for the power and 0 for the probability of a correct decision, whatever the standard deviation of pseudo normal random numbers. Overall, the second test proposed is the best of all in view of the probability of a correct decision and power.

Date: 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2015.1069354 (text/html)
Access to full text is restricted to subscribers.

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:taf:lstaxx:v:46:y:2017:i:8:p:3676-3689

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2015.1069354

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:lstaxx:v:46:y:2017:i:8:p:3676-3689