F-test on seasonal dummies
Usage
seasonality_f(data, period = NA, model = c("AR", "D1", "WN"), nyears = 0)Arguments
- data
the input data.
- period
Tested periodicity. Can be missing if the input is a time series
- model
the model to use for the residuals.
- nyears
Number of periods or 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, model = "D1")
#> Value: 388.7851
#> P-Value: 0.0000
seasonality_f(random_t(2, 1000), 7)
#> Value: 0.5356061
#> P-Value: 0.7814