A New Approach for testing Periodicity

• This paper describes testing for periodicity in the presence of FD processes. Wepropose two approaches for testing the periodicity based on Fisher’s test. The firstone is performed using the periodogram which has been divided into different parts.The second one is based on the discrete wavelet transform. Properties of the tests areillustrated by means of Monte Carlo simulations.

Ämnesord

SAMHÄLLSVETENSKAP  -- Ekonomi och näringsliv -- Nationalekonomi (hsv//swe)

SOCIAL SCIENCES  -- Economics and Business -- Economics (hsv//eng)

Nyckelord

Wavelet

Periodicity

Fractional difference Processes

Fisher's test

Periodogram

Economics

Nationalekonomi

Economics

Nationalekonomi

Publikations- och innehållstyp

ref (ämneskategori)

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