Functions to estimate the number of differences required to make a given
time series stationary. `nsdiffs`

estimates the number of seasonal differences
necessary.

```
nsdiffs(
x,
alpha = 0.05,
m = frequency(x),
test = c("seas", "ocsb", "hegy", "ch"),
max.D = 1,
...
)
```

x

A univariate time series

alpha

Level of the test, possible values range from 0.01 to 0.1.

m

Deprecated. Length of seasonal period

test

Type of unit root test to use

max.D

Maximum number of seasonal differences allowed

...

Additional arguments to be passed on to the unit root test

An integer indicating the number of differences required for stationarity.

`nsdiffs`

uses seasonal unit root tests to determine the number of
seasonal differences required for time series `x`

to be made stationary
(possibly with some lag-one differencing as well).

Several different tests are available:

If

`test="seas"`

(default), a measure of seasonal strength is used, where differencing is selected if the seasonal strength (Wang, Smith & Hyndman, 2006) exceeds 0.64 (based on minimizing MASE when forecasting using auto.arima on M3 and M4 data).If

`test="ch"`

, the Canova-Hansen (1995) test is used (with null hypothesis of deterministic seasonality)If

`test="hegy"`

, the Hylleberg, Engle, Granger & Yoo (1990) test is used.If

`test="ocsb"`

, the Osborn-Chui-Smith-Birchenhall (1988) test is used (with null hypothesis that a seasonal unit root exists).

Wang, X, Smith, KA, Hyndman, RJ (2006) "Characteristic-based clustering
for time series data", *Data Mining and Knowledge Discovery*,
**13**(3), 335-364.

Osborn DR, Chui APL, Smith J, and Birchenhall CR (1988) "Seasonality and the
order of integration for consumption", *Oxford Bulletin of Economics
and Statistics* **50**(4):361-377.

Canova F and Hansen BE (1995) "Are Seasonal Patterns Constant
over Time? A Test for Seasonal Stability", *Journal of Business and
Economic Statistics* **13**(3):237-252.

Hylleberg S, Engle R, Granger C and Yoo B (1990) "Seasonal integration
and cointegration.", *Journal of Econometrics* **44**(1), pp. 215-238.

`auto.arima`

, `ndiffs`

, `ocsb.test`

, `hegy.test`

, and `ch.test`

```
# NOT RUN {
nsdiffs(AirPassengers)
# }
```

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