Comparison of the Power of Tests for Detecting Seasonality in Time Series with Linear and Quadratic Trends
Kelechukwu C.N Dozie, Stephen O. Ihekuna, Glory C. Nwagwu
Asian Journal of Advanced Research and Reports · pp. 248–258 · Published 18 Feb 2026
10.9734/ajarr/2026/v20i21291Abstract
This paper discusses some tests of seasonality in time series data. The emphasis is to compare the powers of three tests in the detection of the presence seasonal effects in time series data using stimulated example. The parameters of the trending curves (linear and quadratic) are varied in this study in other to check the effects on the powers of the tests. The model structure is additive.
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