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"X12" Test On Seasonality

Source: R/tests_seasonality.R
seasonality_combined.Rd

"X12" Test On Seasonality

Usage

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

Arguments

data

the input data.

period

Tested periodicity. Can be missing if the input is a time series

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).

Value

a list with several seasonnality tests (kruskalwallis, stable and evolutive)

Details

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

Examples

s <- do_stationary(log(ABS$X0.2.09.10.M))$ddata
#> Error in .jcheck(): java.lang.NoClassDefFoundError: Could not initialize class jdplus.toolkit.base.protobuf.modelling.ModellingProtos$StationaryTransformation
seasonality_combined(s)
#> Error: object 's' not found
seasonality_combined(random_t(2, 1000), 7)
#> Error in .jcheck(): java.lang.ExceptionInInitializerError