Geodesic
Improvement of Fisher's test of periodicity
Applications of Mathematics, Tome 28 (1983) no. 3, pp. 186-193
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Fisher's test of periodicity in time series and Siegel's version of this test for compound periodicities are investigated in the paper. An improvement increasing the power of the test is suggested and demonstrated by means of numerical simulations.
Fisher's test of periodicity in time series and Siegel's version of this test for compound periodicities are investigated in the paper. An improvement increasing the power of the test is suggested and demonstrated by means of numerical simulations.
DOI : 10.21136/AM.1983.104025
Classification : 62F03, 62M10, 65C05
Keywords: improvement of Fisher test of periodicity; time series 
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Cipra, Tomáš. Improvement of Fisher's test of periodicity. Applications of Mathematics, Tome 28 (1983) no. 3, pp. 186-193. doi: 10.21136/AM.1983.104025

[1] J. Anděl: Statistical analysis of time series. SNTL, Prague, 1976 (in Czech).

[2] R. A. Fisher: Tests of significance in harmonic analysis. Proc. Roy. Soc. A 125 (1929), 54-59.

[3] R. A. Fisher: The sampling distribution of some statistics obtained from non-linear equations. Annals of Eugenics 9 (1939), 238-249. | DOI | MR

[4] R. A. Fisher: On the similarity of the distribution found for the test of significance in harmonic analysis and in Steven's problem in geometrical probability. Annals of Eugenics 10 (1940), 14-17. | DOI | MR

[5] A. F. Siegel: Testing for periodicity in a time series. Journal of the American Statistical Association 75 (1980), 345-348. | DOI | Zbl

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