seasonality_friedman: Friedman Seasonality Test

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

Friedman Seasonality Test

Description

Friedman Seasonality Test

Usage

seasonality_friedman(data, period = NA, nyears = 0)

Arguments

data	the input data.
period	Tested periodicity. Can be missing if the input is a time series
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

Non parametric test ("ANOVA"-type).

Value

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

Examples

s <- do_stationary(log(ABS$X0.2.09.10.M))$ddata
seasonality_friedman(s)
seasonality_friedman(random_t(2, 1000), 12)

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