trendtest | R Documentation |
Test a time series for trend by either fitting exponential smoothing models and comparing then using the AICc, or by using the non-parametric Cox-Stuart test. The tests can be augmented by using multiple temporal aggregation.
trendtest(
y,
extract = c("FALSE", "TRUE"),
type = c("aicc", "cs"),
mta = c(FALSE, TRUE)
)
y |
a time series that must be of either |
extract |
if |
type |
type of test. Can be:
|
mta |
If |
All tests are performed at 5
The function returns TRUE
when there is evidence of trend and FALSE
otherwise.
Nikolaos Kourentzes, nikolaos@kourentzes.com.
The multiple temporal aggregation follows the construction approach suggested by Kourentzes, N., Petropoulos, F., & Trapero, J. R. (2014). Improving forecasting by estimating time series structural components across multiple frequencies. International Journal of Forecasting, 30(2), 291-302.
trendtest(referrals,TRUE)
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