stsm_coxstuart: Cox-Stuart Test

In autostsm: Automatic Structural Time Series Models

Cox-Stuart Test

Description

Taken from the 'tsutils' package. Performs the Cox-Stuart test for trend, deviation, or dispersion

Usage

stsm_coxstuart(
  y,
  type = c("trend", "deviation", "dispersion"),
  sig_level = 0.01
)

Arguments

y	input data
type	Type of test: "trend", "deviation", or "dispersion" If type = "trend", test for changes in trend If type = "deviation", test for changes in deviation If type = "dispersion", test for changes in dispersion (range)
sig_level	Significance level to determine statistically significant seasonal frequencies

Value

list describing the results

autostsm documentation built on June 22, 2024, 9:54 a.m.