mseastest: Multiplicative seasonality test

In tsutils: Time Series Exploration, Modelling and Forecasting

Multiplicative seasonality test

Description

correlation based multiplicative seasonality test.

Usage

mseastest(
  y,
  m = NULL,
  type = c("pearson", "spearman", "kendall"),
  cma = NULL,
  sn = 1,
  alpha = 0.05,
  outplot = c(0, 1, 2)
)

Arguments

y	input time series. Can be ts object.
m	seasonal period. If y is a ts object then the default is its frequency.
type	type of correlation "pearson" "spearman" "kendall"
cma	input precalculated level/trend for the analysis. Use NULL to calculate internally.
sn	number of seasonal periods of decreasing magnitude to consider for the test.
alpha	significance level.
outplot	type of output plot: 0: none. 1: scatter plot. 2: time series plot.

Value

A list with the following:

• is.multiplicative: if TRUE the test found evidence of multiplicative seasonality.

• statistic: test statistic.

• pvalue: p-value of the test.

Author(s)

Nikolaos Kourentzes, [e-mail].

Examples

mseastest(referrals)

tsutils documentation built on Nov. 15, 2023, 1:08 a.m.