Seasonal Test for Non-Stationary Time Series Data by Means of Periodogram Analysis

Abstract

A seasonal phenomenon is common in our daily activities. Many business and economic time series
data 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. A seasonal test for time series data is well identified by
Fisher’s exact test in periodogram analysis. However, the test is only accurate for stationary seasonal time series
data without trend. So, in this research we apply seasonal test not only for stationary time series data but also for
non-stationary data . Performance of this test is applied for both types of seasonal time series data.
Keywords: Fisher’s Exact Test, Periodogram Analysis, Seasonal Time Series Data.