Perform a seasonal unit root test to check seasonality in a linear stochastic process
a numeric vector or an object of the
A character string naming the desired seasonal unit root test for checking seasonality.
Valid values are
Level of the test, possible values range from 0.01 to 0.1. By default
Several different tests are available:
kpss test, the null hypothesis that
y has a stationary root
against a unit-root alternative. In the two remaining tests, the null hypothesis
y has a unit root against a stationary root alternative. By default,
alpha = 0.05 is used to select the more likely hypothesis.
a h.test class with the main results of unit root hypothesis test.
Asael Alonzo Matamoros
Osborn, D., Chui, A., Smith, J., & Birchenhall, C. (1988). Seasonality and the order of integration for consumption. Oxford Bulletin of Economics and Statistics. 50(4), 361-377.
Canova, F. & Hansen, B. (1995). Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability. Journal of Business and Economic Statistics. 13(3), 237-252.
Hylleberg, S., Engle, R., Granger, C. & Yoo, B. (1990). Seasonal integration and cointegration. Journal of Econometrics 44(1), 215-238.
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