Figure 1
Working Paper (2021)
Fernández-de-Marcos Alberto and García-Portugués Eduardo
By McLeod Angus Ian
Working Paper (2016)
Fisher's $g$ test and several other tests for periodicity are compared for short time series. An accurate approximation to the distribution function of the test statistics is derived using response surface regression. To fit this regression, a large simulation was carried out on a large cluster computing facility, SHARCNET, using the R programming environment. Methods of ensuring an accurate fit of the response surface regression are discussed. The final cumulative distribution functions are parameterized by a relatively small number of parameters enabling efficient computation. A complete R package available on CRAN for periodicity testing is described.
McLeod A. (2016) Tests for Periodicity in Short Time Series and Their Approximate Distributions. Working Paper.