Kybernetika 31 no. 4, 385-393, 1995

Critical values of Fisher's and Siegel's test

Jaromír Antoch


{Fisher's and Siegel's tests of periodicity belong among classical tools in the time series analysis. Unfortunately, since now the corresponding critical values and their approximations were published in rather limited scope. Main aim of present paper is to give extended tables of critical values for them based both on exact distribution of the test statistic and several related approximations.}


62E17, 62Q05, 62M10