NNS.seas {NNS} | R Documentation |
Seasonality test based on the coefficient of variation for the variable and lagged component series. A result of 1 signifies no seasonality present.
NNS.seas(variable, modulo = NULL, mod.only = TRUE, plot = TRUE)
variable |
a numeric vector. |
modulo |
integer(s); NULL (default) Used to find the nearest multiple(s) in the reported seasonal period. |
mod.only |
logical; codeTRUE (default) Limits the number of seasonal periods returned to the specified |
plot |
logical; |
Returns a matrix of all periods exhibiting less coefficient of variation than the variable with "all.periods"
; and the single period exhibiting the least coefficient of variation versus the variable with "best.period"
; as well as a vector of "periods"
for easy call into NNS.ARMA.optim. If no seasonality is detected, NNS.seas
will return ("No Seasonality Detected").
Fred Viole, OVVO Financial Systems
Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" https://www.amazon.com/dp/1490523995/ref=cm_sw_su_dp
set.seed(123) x <- rnorm(100) ## To call strongest period based on coefficient of variation: NNS.seas(x, plot = FALSE)$best.period ## Using modulos for logical seasonal inference: NNS.seas(x, modulo = c(2,3,5,7), plot = FALSE)