autostsm (version 1.1)

stsm_detect_seasonality: Detect seasonality from the data

Description

Detect seasonality from the data

Usage

stsm_detect_seasonality(
  y,
  freq,
  sig_level = 1e-04,
  prior = NULL,
  full = F,
  spectrum = NULL
)

Arguments

y

Univariate time series of data values.

freq

Frequency of the data (1 (yearly), 4 (quarterly), 12 (monthly), 365.25/7 (weekly), 365.25 (daily))

sig_level

Significance level to determine statistically significant seasonal frequencies

prior

A data table created from stsm_prior

full

Whether to check for full spectrum of seasonality rather than weekly and yearly suggestion

spectrum,

Vector of seasonal periods to check

Value

Numeric vector of seasonal periodicities

Examples

# NOT RUN {
#GDP Not seasonally adjusted
library(autostsm)
data("NA000334Q", package = "autostsm") #From FRED
NA000334Q = data.table(NA000334Q, keep.rownames = TRUE)
colnames(NA000334Q) = c("date", "y")
NA000334Q[, "date" := as.Date(date)]
NA000334Q[, "y" := as.numeric(y)]
NA000334Q = NA000334Q[date >= "1990-01-01", ]
seasonality = stsm_detect_seasonality(y = NA000334Q$y, freq = 4)
# }