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Kruskall-Wallis Seasonality Test

Usage

seasonality_kruskalwallis(data, period, 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.

Value

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

Details

Non parametric test on the ranks.

Examples

s <- do_stationary(log(ABS$X0.2.09.10.M))$ddata
seasonality_kruskalwallis(s)
#> Value: 333.9183 
#> P-Value: 0.0000 
seasonality_kruskalwallis(random_t(2, 1000), 7)
#> Value: 2.580778 
#> P-Value: 0.8593