Skip to content
Research Article Open access CC BY 4.0

Chi-Square Test in Time Series Data

Kelechukwu C. N. Dozie, Stephen O. Ihekuna

Asian Journal of Probability and Statistics · pp. 49–63 · Published 19 Oct 2022

10.9734/ajpas/2022/v20i3426

Abstract

This study examines the application of Chi-Square test in time series data which considers the mixed model structure and linear trending curve. The Chi-Square test is applied to the seasonal variances of the Buys-Ballot table. The emphasis is to assess the validity of the Chi-Square test using empirical examples. One hundred simulated numerical examples are used to illustrate the applicability of the Chi-Square test. Using empirical example, the Chi-Square test successfully recorded 100% of times for the mixed model. This expresses a high degree of confidence in the Chi-Square test.

Buys-Ballot method descriptive time series mixed model linear trend seasonal variance choice of model

Cited by 1

1 citation reported by external sources — individual citing-article records aren't available to list yet.

Article metrics

Real usage data collected on this platform.

0

Page views

0

PDF downloads

0

Outbound clicks

1

Citations

Views by country

Approximate, from request IP at view time — not citizenship or institution. Countries with fewer than 5 views are grouped as "Other".

No views recorded yet.

Traffic sources

Referring site, by host.

No traffic recorded yet.

Views and downloads exclude known bots/crawlers. Citations combines this platform's own DOI-resolved index with each external source's own reported total — see Cited by above for individually listed citing works. Last refreshed 0 seconds ago.