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On GLS -- Detrending for Deterministic Seasonality Testing [PDF]

SSRN Electronic Journal, 2013
In this paper we propose tests based on GLS-detrending for testing the null hypothesis of deterministic seasonality. Unlike existing tests for deterministic seasonality, our tests do not suffer from asymptotic size distortions under near integration. We also investigate the behavior of the proposed tests when the initial condition is not asymptotically
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Testing for deterministic seasonality in mixed-frequency VARs

Economics Letters, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
del Barrio Castro, Tomás, Hecq, Alain
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Chaotic influences and the problem of deterministic seasonal predictions

International Journal of Climatology, 1995
AbstractAn analysis has been performed of three simulations made by forcing a global climatic model with observed sea‐surface temperature and sea‐ice distributions for the period 1979–1988. These simulations were started from different years of an extended control run, otherwise all conditions were identical.
M. R. Dix, B. G. Hunt
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Unit root tests for seasonal models with deterministic trends

Statistics & Probability Letters, 1995
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Cho, Sinsup, Park, Young J., Ahn, Sung K.   +2 more
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Effect of neglected deterministic seasonality on unit root tests

Statistical Papers, 2007
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Demetrescu, Matei, Hassler, Uwe
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Recursive demeaning and deterministic seasonality

Statistics & Probability Letters, 2005
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Deterministic Seasonal Quantitative Precipitation Forecasts: Benchmark Skill with a GCM

Pure and Applied Geophysics, 2020
Many applications, from agricultural planning (such as crop choice) to estimation of hydro-power and surface water availability require quantitative precipitation forecasts (QPF). While a large number of studies have addressed the problem of forecasting seasonal Indian summer monsoon (ISM) rainfall over the decades, the emphasis generally has been on ...
K. C. Gouda, S. Nahak, P. Goswami
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Deterministic and stochastic models for the seasonal variability of measles transmission

Mathematical Biosciences, 1993
Fine and Clarkson used a discrete-time epidemic model with variable transmission parameter to analyze measles data for England and Wales for 1950-1965, during the time of biennial epidemics. Their model seems to provide a convincing fit when its parameters are estimated from these data.
Mollison, Denis, Din, Salah ud
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Testing for deterministic trend and seasonal components in time series models

Biometrika, 1983
SUMMARY A univariate time series model can be set up as the sum of trend, seasonal and irregular components. The trend and seasonal components will normally be stochastic, but deterministic components arise as a special case. This paper develops a test that the trend and seasonal components are deterministic using the approach of Lehmann. The procedure
Franzini, L., Harvey, A. C.
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Deterministic seasonal models and spurious regressions

Journal of Econometrics, 1994
Abstract This paper examines the consequences of using seasonal dummies in regressions when seasonality is generated by seasonal unit roots. A unit root process can produce a deterministic seasonal pattern if the starting values contain a strong seasonal.
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