seasonality_combined: "X12" Test On Seasonality

In palatej/rjd3toolkit: Utility Functions around 'JDemetra+ 3.0'

"X12" Test On Seasonality

Description

"X12" Test On Seasonality

Usage

seasonality_combined(
  data,
  period = NA,
  firstperiod = cycle(data)[1],
  mul = TRUE
)

Arguments

data	the input data.
period	Tested periodicity. Can be missing if the input is a time series
firstperiod	Position in a cycle of the first obs. For example, for a monthly, firstperiod = 1 means January. If data is not a "ts" object, firstperiod = 1 by default.
mul	boolean indicating if the seasonal decomposition is multiplicative (mul = TRUE) or additive (mul = FALSE).

Details

Combined test on the presence of identifiable seasonality (see Ladiray and Quenneville, 1999).

Examples

s <- do_stationary(log(ABS$X0.2.09.10.M))$ddata
seasonality_combined(s)
seasonality_combined(random_t(2, 1000), 7)

palatej/rjd3toolkit documentation built on Oct. 30, 2024, 10:46 p.m.