A test for periodic effects in time series data
Marvin M. Johnson · International Journal of Systems Science · 1972
Systems modelling frequently is dependent upon the analysis of sample data to enable establishment of functional relationships. This may be concerned with the evaluation of periodic or cyclical effects in time series data. Autocorrelation, using a Student's t text statistic, is often utilized to ‘investigate’ such effects. However, this test statistic is not applicable since basic assumptions are violated. Thus, an alternative statistic and the relatively unknown Wald and Wolfowitz non-parametric circular serial correlation coefficient, is discussed in this paper. To facilitate use of this test statistic, a FORTRAN subroutine is included.