Asymptotic Percentage Points for Siegel's Test Statistic for Compound Periodicities
改写了西格尔检验统计量的分布公式，使精确百分位点计算支持长达2000的时间序列，并给出经验插值公式，发现高斯近似很差而非中心卡方近似很好。
Fisher's test for a periodicity at a single Fourier frequency is often inadequate in practice where it is necessary to test for compound periodicities, i.e. spectral lines at several frequencies. Siegel (1980) derived a test statistic for compound periodicity and provided percentage points for m not exceeding 50, where N = 2m + 1 is the length of the time series. Here the distribution of the test statistic is rewritten to enable computation of exact percentage points for m up to 2000, and accurate empirical interpolation formulae derived. Comparisons are made with two approximating distributions considered by Siegel, namely the noncentral chi-squared distribution with zero degrees of freedom and the Gaussian distribution. It is shown that the Gaussian approximation is very poor, while for m of 50 or more the noncentral chi-squared approximation is excellent.