references.qmd

# References {.unnumbered}

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#### QS test

-   LJUNG G. M. and G. E. P. BOX (1978). "On a Measure of a Lack of Fit in Time Series Models". Biometrika 65 (2): 297--303. doi:10.1093/biomet/65.2.297
-   MARAVALL, A. (2011). "Seasonality Tests and Automatic Model Identification in Tramo-Seats". Manuscript
-   MARAVALL, A. (2012). "Update of Seasonality Tests and Automatic Model Identification in TRAMO-SEATS". Bank of Spain (November 2012)


#### Friedman test

-   Friedman, Milton (December 1937). "The use of ranks to avoid the assumption of normality implicit in the analysis of variance". Journal of the American Statistical Association (American Statistical Association) 32 (200): 675--701. doi:10.2307/2279372. JSTOR 2279372.

-   Friedman, Milton (March 1939). "A correction: The use of ranks to avoid the assumption of normality implicit in the analysis of variance". Journal of the American Statistical Association (American Statistical Association) 34 (205): 109. doi:10.2307/2279169. JSTOR2279169. 


#### Spectral Peaks

-   Soukup, R.J., and D.F. Findley (1999) On the Spectrum Diagnosis used by X12-ARIMA to Indicate the Presence of Trading Day Effects After Modeling or Adjustment. In Proceedengs of the American Statistical Association. Business and Economic Statistics Section, 144-149, Alexandria, VA.
-   Friedman, Milton (March 1940). "A comparison of alternative tests of significance for the problem of m rankings". The Annals of Mathematical Statistics 11 (1): 86--92. doi:10.1214/aoms/1177731944. JSTOR 2235971.