SEASONAL VARIATIONS AND STATIONARITY

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Abstract
The paper presents a method for testing second order stationarity against the alternative that seasonal variations take place in the autocovariance function. This is a modification of a test suggested by Priestley & Rao (1969) based on the concept of “evolutionary spectra”. The method was applied to actual series of monthly data of discharge, temperature and precipitation. Seasonal variations in mean and variance were eliminated before the test was applied, but highly significant seasonal variation was still present in some series.

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