References
Eurostat. 2015. ESS Guidelines on Seasonal Adjustment.
Luxembourg: Eurostat; Publications Office of the European Union. https://doi.org/10.2785/317290.
QS test
- LJUNG G. M. and G. E. P. BOX (1978). “On a Measure of a Lack of Fit in Time Series Models”. Biometrika 65 (2): 297–303. doi:10.1093/biomet/65.2.297
- MARAVALL, A. (2011). “Seasonality Tests and Automatic Model Identification in Tramo-Seats”. Manuscript
- MARAVALL, A. (2012). “Update of Seasonality Tests and Automatic Model Identification in TRAMO-SEATS”. Bank of Spain (November 2012)
Friedman test
Friedman, Milton (December 1937). “The use of ranks to avoid the assumption of normality implicit in the analysis of variance”. Journal of the American Statistical Association (American Statistical Association) 32 (200): 675–701. doi:10.2307/2279372. JSTOR 2279372.
Friedman, Milton (March 1939). “A correction: The use of ranks to avoid the assumption of normality implicit in the analysis of variance”. Journal of the American Statistical Association (American Statistical Association) 34 (205): 109. doi:10.2307/2279169. JSTOR2279169.
Spectral Peaks
- Soukup, R.J., and D.F. Findley (1999) On the Spectrum Diagnosis used by X12-ARIMA to Indicate the Presence of Trading Day Effects After Modeling or Adjustment. In Proceedengs of the American Statistical Association. Business and Economic Statistics Section, 144-149, Alexandria, VA.
- Friedman, Milton (March 1940). “A comparison of alternative tests of significance for the problem of m rankings”. The Annals of Mathematical Statistics 11 (1): 86–92. doi:10.1214/aoms/1177731944. JSTOR 2235971.