seas_decomp: Extract seasonal decomposition from a time series

In DataScienceForPublicPolicy/unitrootML: unitrootML - Machine Learning-Based Hypothesis Testing for Time Series

Description

Test for seasonality in a time series based on lags

Usage

seas_decomp(x, transform = TRUE)

Arguments

x	A time series object
transform	Boolean for whether a Box-Cox transform is applied

Value

A list object with QS-statistic and critical value

Author(s)

Rob Hyndman

References

https://robjhyndman.com/hyndsight/tscharacteristics/

Examples

seas_decomp(ts(rnorm(120, 10,10), frequency=12))

DataScienceForPublicPolicy/unitrootML documentation built on Dec. 17, 2021, 4:07 p.m.