chksea: Check the Seasonality of Each Component of a Multiple Time...

Description Usage Arguments Details Value Examples

Description

Check the seasonality of each component of a multiple time series.

Usage

1
chksea(x, period = c(12), p = 0, alpha = 0.05, output = TRUE)

Arguments

x

T by k data matrix: T data points in rows with each row being data at a given time point, and k time series in columns.

period

seasonal period. Default value is 12.

p

Regular AR order. Default value is max(floor(log(T)),1).

alpha

Type-I error for the t-ratio of seasonal coefficients. Default value is 0.05.

output

If TRUE it returns if the series has seasonality. Default is TRUE.

Details

Check the seasonality fitting a seasonal AR(1) model and a regular AR(p) model to a scalar time series and testing if the estimated seasonal AR coefficient is significant.

Value

A list containing:

Examples

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SLBDD documentation built on March 27, 2021, 9:07 a.m.

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