# NNS.seas: NNS Seasonality Test In NNS: Nonlinear Nonparametric Statistics

## Description

Seasonality test based on the coefficient of variation for the variable and lagged component series. A result of 1 signifies no seasonality present.

## Usage

 `1` ```NNS.seas(variable, modulo = NULL, mod.only = TRUE, plot = TRUE) ```

## Arguments

 `variable` a numeric vector. `modulo` integer(s); NULL (default) Used to find the nearest multiple(s) in the reported seasonal period. `mod.only` logical; codeTRUE (default) Limits the number of seasonal periods returned to the specified `modulo`. `plot` logical; `TRUE` (default) Returns the plot of all periods exhibiting seasonality and the variable level reference.

## Value

Returns a matrix of all periods exhibiting less coefficient of variation than the variable with `"all.periods"`; and the single period exhibiting the least coefficient of variation versus the variable with `"best.period"`; as well as a vector of `"periods"` for easy call into NNS.ARMA.optim. If no seasonality is detected, `NNS.seas` will return ("No Seasonality Detected").

## Author(s)

Fred Viole, OVVO Financial Systems

## References

Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" https://www.amazon.com/dp/1490523995/ref=cm_sw_su_dp

## Examples

 ```1 2 3 4 5 6 7 8``` ```set.seed(123) x <- rnorm(100) ## To call strongest period based on coefficient of variation: NNS.seas(x, plot = FALSE)\$best.period ## Using modulos for logical seasonal inference: NNS.seas(x, modulo = c(2,3,5,7), plot = FALSE) ```

NNS documentation built on May 27, 2021, 1:06 a.m.