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.
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: 4.410757
#> P-Value: 0.6213
