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314449

Bayesian Testing Procedure for Double Seasonality

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Last updated: 05 Jan 2025

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Abstract

In this paper a Bayesian-testing procedure of the seasonality pattern (single and/or double) is proposed. The data generating process is assumed to be Double Seasonal Autoregressive (DSAR) model. The testing procedure is based on deriving the posterior probability distribution of the parameters then testing the significance of the corresponding seasonal parameters for seasonality pattern. For conjugate and Jeffreys priors, the testing procedure is based on the F distribution. The proposed Bayesian test is demonstrated by simulated and real life examples.  

DOI

10.21608/esju.2014.314449

Keywords

DSAR Models, Bayesian Analysis, Internet Traffic Data

Volume

58

Article Issue

2

Related Issue

43135

Issue Date

2014-12-01

Publish Date

2014-12-01

Page Start

198

Page End

208

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_314449.html

Detail API

https://esju.journals.ekb.eg/service?article_code=314449

Order

6

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Bayesian Testing Procedure for Double Seasonality

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Article

Created At

28 Dec 2024