seasonality_test

Checks for the presence of seasonality based on the QS test of Gomez and
Maravall (1996).

A suite of auxiliary functions that enhance time series estimation and forecasting, including a robust anomaly detection routine based on Chen and Liu (1993) <doi:10.2307/2290724> (imported and wrapped from the 'tsoutliers' package), utilities for managing calendar and time conversions, performance metrics to assess both point forecasts and distributional predictions, advanced simulation by allowing the generation of time series components—such as trend, seasonal, ARMA, irregular, and anomalies—in a modular fashion based on the innovations form of the state space model and a number of transformation methods including Box-Cox, Logit, 'Softplus-Logit' and Sigmoid.

Alexios Ghalanos

tsaux

Time Series Forecasting Auxiliary Functions

Alexios Galanos

seasonality_test function

<dl><dt>x</dt>
<dd>an (xts) vector (usually of a stationary series).</dd>
<dt>frequency</dt>
<dd>overrides any frequency automatically identified in the
index of x.</dd></dl>

Arguments

Author

Simple Seasonality Test — seasonality_test

<dl>

<dt>x</dt>
<dd>an (xts) vector (usually of a stationary series).</dd>


<dt>frequency</dt>
<dd>overrides any frequency automatically identified in the
index of x.</dd>

</dl>

seasonality_test: Simple Seasonality Test

Description

Usage

Value

Arguments

Author

Details

References