
Detect seasonality from the data
stsm_detect_seasonality(
y,
freq,
sig_level = 0.01,
prior = NULL,
cl = NULL,
cores = NULL,
show_progress = FALSE
)
Univariate time series of data values.
Frequency of the data (1 (yearly), 4 (quarterly), 12 (monthly), 365.25/7 (weekly), 365.25 (daily))
Significance level to determine statistically significant seasonal frequencies
A data table created from stsm_prior
a parallel cluster object
Number of cores to use
Whether to show progress bar
Numeric vector of seasonal periodicities
# 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)
# }
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