seasonal_test: Statistical test for seasonal behavior

In forecTheta: Forecasting Time Series by Theta Models

Statistical test for seasonal behavior

Description

Statistical test for seasonal behavior

Usage

seasonal_test(y, s_test = c("default", "unit_root"))

Arguments

y	Object of time series class
s_test	If "default" time series is tested for statistically seasonal behaviour. If "unit_root", then First a difference is taken if a unit root is detected.

Details

By default, the 90 The possibility of first checking the unit root was included because it was pointed out that this test presents many flaws for time series with this characteristic (Fiorucci et al, 2016)). In this case, the KPSS test is performed with a significance level of 5

Value

A logical result indicating whether or not seasonal behavior was detected.

References

Fiorucci J.A., Pellegrini T.R., Louzada F., Petropoulos F., Koehler, A. (2016). Models for optimising the theta method and their relationship to state space models, International Journal of Forecasting, 32 (4), 1151–1161, <doi:10.1016/j.ijforecast.2016.02.005>. Assimakopoulos, V. and Nikolopoulos k. (2000). The theta model: a decomposition approach to forecasting. International Journal of Forecasting 16, 4, 521–530, <doi:10.1016/S0169-2070(00)00066-2>.

Examples

seasonal_test(AirPassengers)
seasonal_test(AirPassengers, "unit")

forecTheta documentation built on June 8, 2025, 10:02 a.m.