mseastest: Seasonal plots

In trnnick/TStools: Time Series Analysis Tools and Functions

Description

Multiplicative seasonality test.

Usage

mseastest(y,m=NULL,type=c("pearson","spearman","kendall"),cma=NULL,
          sn=1, alpha=0.05,outplot=c(0,1,2))

Arguments

y	Vector of target data, can be ts object.
m	Seasonal period. If y is a ts object then the default is its frequency.
type	Test is based on: 1. "pearson" correlation [Default]; 2. "spearman" correlation; 3. "kendall" correlation.
cma	Level/trend of time series. If not given a central moving average is calculated.
sn	Seasonal periods of decreasing magnitude to consider for the test. The suggested value is 1. Default = 1.
alpha	Significance level. Default = 0.05.
outplot	Produce a plot of seasonal elements and level: 0 - No plot [Default]; 1 - Scatterplot; 2 - Time series plot.

Value

out$is.multiplicative	If TRUE the test found evidence of multiplicative seasonality.
out$statistic	The test statistic.
out$pvalue	P-value of the test.

Author(s)

Nikolaos Kourentzes

References

N. Kourentzes, C. Diaz. Forecasting seasonal time series: identifying additive and multiplicative seasonality. Working Paper.

Examples

mseastest(referrals)

trnnick/TStools documentation built on Sept. 14, 2019, 5:22 a.m.