jd_tdftest: F Test on trading days
In nbbrd/jdemetra-jdlight: Basic JDemetra+ toolset for seasonal adjustment
Description
Usage
Arguments
Value
Examples
View source: R/jd_seasonality.R
Description
Executes a F test on the coefficients of trading days
Usage
1
jd_tdftest(s, ar)
Arguments
s
time series to be tested
ami
ar. Use of s(t-1) in the regression. Otherwise, regression on the differences.
default value=TRUE
Value
returns the F test
Examples
1
2
myseries<-jd_airline(120)
TESTmyseries <- jd_tdftest(myseries)
nbbrd/jdemetra-jdlight documentation built on May 21, 2019, 8:38 a.m.
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Description Usage Arguments Value Examples
View source: R/jd_seasonality.R
Description
Executes a F test on the coefficients of trading days
Usage
1 | jd_tdftest(s, ar)
|
Arguments
s |
time series to be tested |
ami |
ar. Use of s(t-1) in the regression. Otherwise, regression on the differences. default value=TRUE |
Value
returns the F test
Examples
1 2 | myseries<-jd_airline(120)
TESTmyseries <- jd_tdftest(myseries)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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