seasonality_qs: QS (seasonal Ljung-Box) test.

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

QS (seasonal Ljung-Box) test.

Description

QS (seasonal Ljung-Box) test.

Usage

seasonality_qs(data, period = NA, nyears = 0, type = 1)

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.
type	1 for positive autocorrelations, -1 for negative autocorrelations, 0 for all autocorrelations. By default (type = 1)

Value

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

Examples

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

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