"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).

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
seasonality_combined(s)
#> $seasonality
#> [1] "PRESENT"
#> 
#> $kruskalwallis
#> Value: 333.9183 
#> P-Value: 0.0000 
#> 
#> $stable
#> $stable$SSM
#> [1] 33.26444
#> 
#> $stable$dfM
#> [1] 11
#> 
#> $stable$SSR
#> [1] 2.0756
#> 
#> $stable$dfR
#> [1] 412
#> 
#> $stable$test
#> Value: 600.2623 
#> P-Value: 0.0000 
#> 
#> 
#> $evolutive
#> $evolutive$SSM
#> [1] 0.004203856
#> 
#> $evolutive$dfM
#> [1] 33
#> 
#> $evolutive$SSR
#> [1] 2.008952
#> 
#> $evolutive$dfR
#> [1] 363
#> 
#> $evolutive$test
#> Value: 0.02301817 
#> P-Value: 1.0000 
#> 
#> 
seasonality_combined(random_t(2, 1000), 7)
#> $seasonality
#> [1] "NONE"
#> 
#> $kruskalwallis
#> Value: 4.098719 
#> P-Value: 0.6633 
#> 
#> $stable
#> $stable$SSM
#> [1] 24.57836
#> 
#> $stable$dfM
#> [1] 6
#> 
#> $stable$SSR
#> [1] 4834.578
#> 
#> $stable$dfR
#> [1] 993
#> 
#> $stable$test
#> Value: 0.8413803 
#> P-Value: 0.5380 
#> 
#> 
#> $evolutive
#> $evolutive$SSM
#> [1] 483.3728
#> 
#> $evolutive$dfM
#> [1] 141
#> 
#> $evolutive$SSR
#> [1] 2922.924
#> 
#> $evolutive$dfR
#> [1] 846
#> 
#> $evolutive$test
#> Value: 0.9922381 
#> P-Value: 0.5119 
#> 
#>