Description Usage Arguments Details Author(s) References Examples
Using a user-chosen seasonality test, the seasonality of a time series is assessed and a boolean value is returned.
1 | isSeasonal(x, test = "combined", freq = NA)
|
x |
time series |
test |
Test to be used |
freq |
Frequency of the time series |
By default, the combined-test is used to assess the seasonality of a time series and returns a boolean. Alternatively, the QS test (test='qs'), Friedman test (test='fried'), Kruskall-Wallis (test='kw'), F-test on seasonal dummies (test='seasdum') or the Welch test (test='welch') can be used.
Daniel Ollech
Webel, K. and Ollech, D. (2019). An overall seasonality test. Deutsche Bundesbank's Discussion Paper series.
1 2 | isSeasonal(ts(rnorm(120, 10,10), frequency=12))
isSeasonal(ts(rnorm(1200, 10,10), frequency=7))
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