"X12" Test On Seasonality

Usage

seasonality_combined(data, period, firstperiod = cycle(data)[1], mul = TRUE)

Arguments

data: the input data.
period: Tested periodicity.
firstperiod: Position in a cycle of the first obs. For example, for a monthly, firstperiod = 1 means January. If data is not a "ts" object, firstperiod = 1 by default.
mul: boolean indicating if the seasonal decomposition is multiplicative (mul = TRUE) or additive (mul = FALSE).

Details

Combined test on the presence of identifiable seasonality (see Ladiray and Quenneville, 1999).

Examples

seasonality_combined(ABS$X0.2.09.10.M, 12)
#> $seasonality
#> [1] "NONE"
#> 
#> $kruskalwallis
#> Value: 96.33197 
#> P-Value: 0.0000 
#> 
#> $stable
#> $stable$SSM
#> [1] 38848329
#> 
#> $stable$dfM
#> [1] 11
#> 
#> $stable$SSR
#> [1] 55472873
#> 
#> $stable$dfR
#> [1] 413
#> 
#> $stable$test
#> Value: 26.29354 
#> P-Value: 0.0000 
#> 
#> 
#> $evolutive
#> $evolutive$SSM
#> [1] 46387400
#> 
#> $evolutive$dfM
#> [1] 33
#> 
#> $evolutive$SSR
#> [1] 3398428
#> 
#> $evolutive$dfR
#> [1] 363
#> 
#> $evolutive$test
#> Value: 150.1463 
#> P-Value: 0.0000 
#> 
#> 
seasonality_combined(random_t(2, 1000), 7)
#> $seasonality
#> [1] "NONE"
#> 
#> $kruskalwallis
#> Value: 3.694924 
#> P-Value: 0.7179 
#> 
#> $stable
#> $stable$SSM
#> [1] 30.53799
#> 
#> $stable$dfM
#> [1] 6
#> 
#> $stable$SSR
#> [1] 7886.411
#> 
#> $stable$dfR
#> [1] 993
#> 
#> $stable$test
#> Value: 0.6408538 
#> P-Value: 0.6976 
#> 
#> 
#> $evolutive
#> $evolutive$SSM
#> [1] 929.3914
#> 
#> $evolutive$dfM
#> [1] 141
#> 
#> $evolutive$SSR
#> [1] 5164.218
#> 
#> $evolutive$dfR
#> [1] 846
#> 
#> $evolutive$test
#> Value: 1.079805 
#> P-Value: 0.2635 
#> 
#>