Evaluating Seasonality Tests for De-trended Time Series Data for Some Selected Trending Curves

Kelechukwu C.N Dozie *

Department of Statistics, Imo State University, Owerri, Imo State, Nigeria.

Stephen O. Ihekuna

Department of Statistics, Imo State University, Owerri, Imo State, Nigeria.

Glory C. Nwagwu

Department of Statistics, Kingsley Ozumba Mbadiwe University, Ideato, Imo State, Nigeria.

*Author to whom correspondence should be addressed.


Abstract

This study discusses evaluating seasonality tests for de-trended time series datafor some selected trending curves.The three (3) tests ( test, Wilcoxon signed-ranks test and sign test)are applied to the de-trended series from the simulated series with the slope parameter of the linear, quadratic and exponential trend curves. The result from the simulated series indicates that test and Wilcoxon signed-rank test performed the same all through in detecting the presence of seasonality. While sign test appears to be trailing behind.

Keywords: Additive model, trending curves, trend parameter, seasonal indices, buys-ballot table


How to Cite

C.N Dozie, Kelechukwu, Stephen O. Ihekuna, and Glory C. Nwagwu. 2026. “Evaluating Seasonality Tests for De-Trended Time Series Data for Some Selected Trending Curves”. Asian Journal of Probability and Statistics 28 (2):42-51. https://doi.org/10.9734/ajpas/2026/v28i2865.

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