Seasonal test for non-stationary time series data by periodogram analysis
Gumgum Darmawan, Budhi Handoko, Defi Yusti Faidah · 2018
Abstract. Seasonal phenomenon is a common occurence in our daily activities. Many business and economic time series 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. Seasonal test for time series data is well identified by Fisher’s exact test in Periodogram Analysis. However, this seasonal test is only accurate for stationary Seasonal time series data. So, in this research we apply seasonal test for non-stationary time series data from generated data . Performance of this test is determined by the percentage of fit identification. We apply this Periodogram Analysis to real data.