VN Seasonality Test

Description

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

Usage

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VN.seas(variable)

Arguments

variable

Variable

Value

Returns a matrix of all periods exhibiting less coefficient of variance than the variable with "all.periods"; and the single period exhibiting the least coefficient of variance versus the variable with "best.period".

Author(s)

Fred Viole, OVVO Financial Systems

References

Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" http://amzn.com/1490523995

Examples

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set.seed(123)
x<-rnorm(100)
## To call strongest period based on coefficient of variance
VN.seas(x)$best.period