Abstract

Fisher's test for a periodicity at a single Fourier frequency is often inadequate in practice where it is necessary to test for compound periodicities, i.e. spectral lines at several frequencies. Siegel (1980) derived a test statistic for compound periodicity and provided percentage points for m not exceeding 50, where N=2m+1 is the length of the time series. Here the distribution of the test statistic is rewritten to enable computation of exact percentage points for m up to 2000, and accurate empirical interpolation formulae derived

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