Decomposition with the Additive Model with Exponential Trend Curve and Detection of Seasonal Effect in Descriptive Time Series

Abstract

This article examines decomposition with the additive model. The procedure of decomposition has involved the four basic components and requires a method that can adequately estimate and investigate the trend parameters, seasonal indices and residual component of the series. This article also consider test for seasonality in the additive model with exponential trend curve. The test is applied to the row and overall sample variances of the Buys-Ballot table to detect the presence of seasonal indices in time series.