seasonal_test {forecTheta} | R Documentation |
Statistical test for seasonal behavior
Description
Statistical test for seasonal behavior
Usage
seasonal_test(y, s_test = c("default", "unit_root"))
Arguments
y |
Object of time series class |
s_test |
If |
Details
By default, the 90 The possibility of first checking the unit root was included because it was pointed out that this test presents many flaws for time series with this characteristic (Fiorucci et al, 2016)). In this case, the KPSS test is performed with a significance level of 5
Value
A logical result indicating whether or not seasonal behavior was detected.
References
Fiorucci J.A., Pellegrini T.R., Louzada F., Petropoulos F., Koehler, A. (2016). Models for optimising the theta method and their relationship to state space models, International Journal of Forecasting, 32 (4), 1151–1161, <doi:10.1016/j.ijforecast.2016.02.005>. Assimakopoulos, V. and Nikolopoulos k. (2000). The theta model: a decomposition approach to forecasting. International Journal of Forecasting 16, 4, 521–530, <doi:10.1016/S0169-2070(00)00066-2>.
Examples
seasonal_test(AirPassengers)
seasonal_test(AirPassengers, "unit")