Description Usage Arguments Details Value Author(s) References See Also Examples

Perform a seasonal unit root test to check seasonality in a linear stochastic process

1 | ```
seasonal.test(y,seasonal = c("ocsb","ch","hegy"),alpha = 0.05)
``` |

`y` |
a numeric vector or an object of the |

`seasonal` |
A character string naming the desired seasonal unit root test for checking seasonality.
Valid values are |

`alpha` |
Level of the test, possible values range from 0.01 to 0.1. By default |

Several different tests are available:
In the `kpss`

test, the null hypothesis that `y`

has a stationary root
against a unit-root alternative. In the two remaining tests, the null hypothesis
is that `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.

1 2 3 | ```
# stationary ar process
y = ts(rnorm(100),frequency = 6)
seasonal.test(y)
``` |

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