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F-test on seasonal dummies

Source: R/tests_seasonality.R
seasonality_f.Rd

F-test on seasonal dummies

Usage

seasonality_f(data, period, model = c("AR", "D1", "WN"), nyears = 0)

Arguments

data

the input data.

period

Tested periodicity.

model

the model to use for the residuals.

nyears

Number of number of periods number of cycles considered in the test, at the end of the series: in periods (positive value) or years (negative values). By default (nyears = 0), the entire sample is used.

Value

A c("JD3_TEST", "JD3") object (see statisticaltest() for details).

Details

Estimation of a model with seasonal dummies. Joint F-test on the coefficients of the dummies.

Examples

seasonality_f(ABS$X0.2.09.10.M, 12)
#> Value: 311.4391 
#> P-Value: 0.0000 
seasonality_f(random_t(2, 1000), 7)
#> Value: 0.2960689 
#> P-Value: 0.9389