periodotest: 'periodotest' computes the p-value of the test for a hidden...

In tsapp: Time Series, Analysis and Application

Description

periodotest computes the p-value of the test for a hidden periodicity

Usage

periodotest(y)

Arguments

y	vector, the time series

Value

pval the p-value of the test

Examples

  
data(PIGPRICE)
y <- PIGPRICE
out <- stl(y,s.window=6)  
e <- out$time.series[,3]
out <- periodotest(e)

tsapp documentation built on Oct. 30, 2021, 5:08 p.m.