Abstract
This study examines the application of Chi-Square test in time series data which considers the mixed model structure and linear trending curve. The Chi-Square test is applied to the seasonal variances of the Buys-Ballot table. The emphasis is to assess the validity of the Chi-Square test using empirical examples. One hundred simulated numerical examples are used to illustrate the applicability of the Chi-Square test. Using empirical example, the Chi-Square test successfully recorded 100% of times for the mixed model. This expresses a high degree of confidence in the Chi-Square test.
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