IDEAS home Printed from https://ideas.repec.org/a/taf/lstaxx/v46y2017i8p3676-3689.html
   My bibliography  Save this article

Tests for compound periodicities and estimating a non linear function

Author

Listed:
  • Yukio Yanagisawa

Abstract

We propose two tests for testing compound periodicities which are the uniformly most powerful invariant decision procedures against simple periodicities. The second test can provide an excellent estimation of a compound periodic non linear function from observed data. These tests were compared with the tests proposed by Fisher and Siegel by Monte Carlo studies and we found that all the tests showed high power and high probability of a correct decision when all the amplitudes of underlying periods were the same. However, if there are at least several different periods with unequal amplitudes, then the second test proposed always showed high power and high probability of a correct decision, whereas the tests proposed by Fisher and Siegel gave 0 for the power and 0 for the probability of a correct decision, whatever the standard deviation of pseudo normal random numbers. Overall, the second test proposed is the best of all in view of the probability of a correct decision and power.

Suggested Citation

  • Yukio Yanagisawa, 2017. "Tests for compound periodicities and estimating a non linear function," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(8), pages 3676-3689, April.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:8:p:3676-3689
    DOI: 10.1080/03610926.2015.1069354
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/03610926.2015.1069354
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/03610926.2015.1069354?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:lstaxx:v:46:y:2017:i:8:p:3676-3689. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/lsta .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.