Pustaka Ilmiah Universitas Padjadjaran

Abstrak

Seasonal Test for Non-Stationary Time Series Data by Means of Periodogram Analysis

A seasonal phenomenon is common in our daily activities. Many business and economic time series data contain a seasonal phenomenon that repeats itself after a regular period of time. The smallest time period for this repetitive phenomenon is called the seasonal period. A seasonal test for time series data is well identified by Fisher’s exact test in periodogram analysis. However, the test is only accurate for stationary seasonal time series data without trend. So, in this research we apply seasonal test not only for stationary time series data but also for non-stationary data . Performance of this test is applied for both types of seasonal time series data.