DetectSeasonality: Seasolaity detection test

In evandeilton/cvforecast: Multiple forecasts based on CrossValidation

Description

This function perform a simple test for seasonality test based on http://robjhyndman.com/hyndsight/detecting-seasonality/. The idea is to perform a chi-squared test for the deviance on two forecst models of type ETS. The first model is an automated ETS model and the second is a ETS model with fixed seasonal component. The NULL is that the data has a seasonal component. If chisq p.value is greater than (1-level) then reject NULL.

Usage

DetectSeasonality(x, level = 0.95)

Arguments

x	'ts' data to be tested
level	significance value to test the null hypothesis that the data has a seasonal pattern.

Value

bolean TRUE or FALSE

Note

Due this function performs two ETS forecast inside it. It can be slow.

Author(s)

LOPES, J. E.

Examples

par(mfrow = c(2,1))
plot(AirPassengers)
plot(lynx)
DetectSeasonality(AirPassengers)
DetectSeasonality(lynx)
par(mfrow = c(1,1))

evandeilton/cvforecast documentation built on May 16, 2019, 9:36 a.m.