Description Usage Arguments Value Author(s) References Examples

Multiplicative seasonality test.

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`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. |

`out$is.multiplicative` |
If TRUE the test found evidence of multiplicative seasonality. |

`out$statistic` |
The test statistic. |

`out$pvalue` |
P-value of the test. |

Nikolaos Kourentzes

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

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trnnick/TStools documentation built on Jan. 17, 2019, 3:57 a.m.

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