Description Usage Arguments Value Author(s) References Examples

View source: R/Seasonality_Test.R

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

1 |

`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 |

`plot` |
logical; |

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").

Fred Viole, OVVO Financial Systems

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

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