How to test whether a signal is periodic or not?

[stevenphy2]

Hi all, let's say I have generated some discrete data as a function of time.
And when I plot it, it looks like that it is periodic.
Is there any scientific way to check whether or not the discrete data is really periodic?
And determine the period, if possible?
Many thanks.

 

[EnumaElish]

You could define the statistical regression model y = b0 + b1 x + u and then introduce quarterly, monthly, weekly, etc. "dummy variables" into the model. For example, quarterly periodicity will be indicated if the quarterly dummies are significant as a group.

 

[JSuarez]

The best (and standard) way to test for periodic components is by using spectral analysis. If you are using a statistics/numerics package (like Statistica, Matlab, etc.), then check their tools (FFT, smoothing windows, etc.) for that.

 

[EnumaElish]

stevenphy2, see http://www.statoek.vwl.uni-mainz.de/Bilder_allgemein/AP_Nr._45_.pdf, maybe also http://forums.eviews.com/viewtopic.php?f=5&t=843 (S1 S2 S3 S4 S5 S6 S7 S8 S9 S10 S11 are the monthly dummies).