seasonality_f: F-test on seasonal dummies

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

F-test on seasonal dummies

Description

F-test on seasonal dummies

Usage

seasonality_f(data, period = NA, model = c("AR", "D1", "WN"), nyears = 0)

Arguments

data	the input data.
period	Tested periodicity. Can be missing if the input is a time series
model	the model to use for the residuals.
nyears	Number of periods or number of cycles considered in the test, at the end of the series: in periods (positive value) or years (negative values). By default (nyears = 0), the entire sample is used.

Details

Estimation of a model with seasonal dummies. Joint F-test on the coefficients of the dummies.

Value

A c("JD3_TEST", "JD3") object (see statisticaltest() for details).

Examples

seasonality_f(ABS$X0.2.09.10.M, model = "D1")
seasonality_f(random_t(2, 1000), 7)

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