Friedman Seasonality Test
Usage
seasonality_friedman(data, period = NA, nyears = 0)
Arguments
- data
the input data.
- period
Tested periodicity. Can be missing if the input is a time series
- 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.
Details
Non parametric test ("ANOVA"-type).
Examples
s <- do_stationary(log(ABS$X0.2.09.10.M))$ddata
seasonality_friedman(s)
#> Value: 301.0967
#> P-Value: 0.0000
seasonality_friedman(random_t(2, 1000), 12)
#> Value: 6.119555
#> P-Value: 0.8653
