seasonality_canovahansen: Canova-Hansen seasonality test

In rjd3toolkit: Utility Functions Around 'JDemetra+ 3.0'

Canova-Hansen seasonality test

Description

Canova-Hansen seasonality test

Usage

seasonality_canovahansen(
  data,
  period,
  type = c("Contrast", "Dummy", "Trigonometric"),
  lag1 = TRUE,
  kernel = c("Bartlett", "Square", "Welch", "Tukey", "Hamming", "Parzen"),
  order = NA,
  start = 1
)

Arguments

data	the input data.
period	Tested periodicity. Can be missing if the input is a time series
type	Trigonometric variables, seasonal dummies or seasonal contrasts.
lag1	Lagged variable in the regression model.
kernel	Kernel used to compute the robust Newey-West covariance matrix.
order	The truncation parameter used to compute the robust Newey-West covariance matrix.
start	Position of the first observation of the series

Value

list with the F-Test on seasonal variables, the joint test and the details for the stability of the different seasonal variables

Examples

s <- log(ABS$X0.2.20.10.M)
seasonality_canovahansen(s, 12, type = "Contrast")
seasonality_canovahansen(s, 12, type = "Trigonometric")

rjd3toolkit documentation built on Sept. 21, 2026, 5:06 p.m.