Table 1. Simulation results for sample size 50.
Seasonal pattern | Method | Null hypothesis | Alternative hypothesis | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Size1 | Bias2 | SE3 | SEE4 | CP5 | Power6 | Bias2 | SE3 | SEE4 | CP5 | ||
Sine | TRUE | 0.050 | 0.000 | 0.200 | 0.199 | 0.947 | 0.792 | 0.000 | 0.198 | 0.199 | 0.947 |
NAÏVE | 0.050 | 0.001 | 0.316 | 0.315 | 0.947 | 0.414 | −0.001 | 0.313 | 0.315 | 0.948 | |
LOESS | 0.053 | 0.000 | 0.289 | 0.285 | 0.944 | 0.490 | 0.001 | 0.286 | 0.284 | 0.945 | |
PRS | 0.053 | 0.000 | 0.289 | 0.284 | 0.944 | 0.492 | 0.001 | 0.287 | 0.284 | 0.944 | |
SINE | 0.050 | 0.000 | 0.287 | 0.286 | 0.947 | 0.486 | 0.001 | 0.284 | 0.286 | 0.949 | |
Quadratic | TRUE | 0.051 | 0.001 | 0.201 | 0.199 | 0.946 | 0.786 | 0.001 | 0.199 | 0.199 | 0.948 |
NAÏVE | 0.050 | 0.003 | 0.420 | 0.419 | 0.947 | 0.260 | 0.000 | 0.421 | 0.418 | 0.946 | |
LOESS | 0.051 | −0.001 | 0.288 | 0.284 | 0.946 | 0.492 | 0.000 | 0.29 | 0.283 | 0.942 | |
PRS | 0.052 | 0.000 | 0.288 | 0.283 | 0.945 | 0.493 | 0.000 | 0.291 | 0.283 | 0.941 | |
SINE | 0.050 | 0.002 | 0.347 | 0.347 | 0.948 | 0.354 | 0.002 | 0.351 | 0.346 | 0.945 | |
Trapezoid | TRUE | 0.050 | −0.001 | 0.199 | 0.199 | 0.948 | 0.787 | −0.002 | 0.199 | 0.198 | 0.946 |
NAÏVE | 0.048 | −0.002 | 0.325 | 0.326 | 0.949 | 0.393 | −0.001 | 0.324 | 0.325 | 0.949 | |
LOESS | 0.053 | 0.000 | 0.290 | 0.286 | 0.944 | 0.486 | −0.002 | 0.289 | 0.285 | 0.943 | |
PRS | 0.054 | 0.000 | 0.290 | 0.285 | 0.943 | 0.488 | −0.002 | 0.29 | 0.284 | 0.942 | |
SINE | 0.050 | 0.000 | 0.288 | 0.287 | 0.947 | 0.483 | −0.002 | 0.287 | 0.287 | 0.946 |
The type I error rate under the null hypothesis;
The mean of the estimated difference minus the true difference;
The standard deviation of the estimate;
The mean estimated standard deviation of the estimate;
The empirical coverage probability;
The power under the alternative hypothesis.