Modified QS Seasonality Test (Maravall)
Details
Thresholds for p-values: p.9=2.49, p.95=3.83, p.99=7.06, p.999=11.88. Computed on 100.000.000 random series (different lengths). Remark: the length of the series has some impact on the p-values, mainly on short series. Not critical.
Examples
s <- do_stationary(log(ABS$X0.2.09.10.M))$ddata
seasonality_modified_qs(s)
#> [1] 747.7281