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Based on periodogram-ratios of two univariate time series at differentfrequency points, two tests are proposed for comparing their spectra. One is anAnderson-Darling-like statistic for testing the equality of two time-invariantspectra. The other is the maximum of Anderson-Darling-like statistics fortesting the equality of two spectra no matter that they are time-invariant andtime-varying. Both of two tests are applicable for independent or dependenttime series. Several simulation examples show that the proposed statisticsoutperform those that are also based on periodogram-ratios but constructed bythe Pearson-like statistics.

Tests for comparing time-invariant and time-varying spectra based on the Anderson-Darling statistic