powered by
periodotest
periodotest computes the p-value of the test for a hidden periodicity
periodotest(y)
vector, the time series
pval the p-value of the test
# NOT RUN { data(PIGPRICE) y <- PIGPRICE out <- stl(y,s.window=6) e <- out$time.series[,3] out <- periodotest(e) # }
Run the code above in your browser using DataLab