Title: Testing for trends in the presence of seasonal component
Authors: Antonio Montanes - University of Zaragoza (Spain) [presenting]
Abstract: A method is proposed for testing the presence of a trend in series that contain seasonal component. This method is an extension of a previous one. We derive the asymptotic behavior and analyze the finite sample properties by way of some Monte Carlo simulations. We illustrate its use by studying the presence of a trend in some temperature series.