tsutils (version 0.9.0)

mseastest: Multiplicative seasonality test

Description

correlation based multiplicative seasonality test.

Usage

mseastest(y, m = NULL, type = c("pearson", "spearman", "kendall"),
  cma = NULL, sn = 1, alpha = 0.05, outplot = c(0, 1, 2))

Arguments

y

input time series. Can be ts object.

m

seasonal period. If y is a ts object then the default is its frequency.

type

type of correlation

  • "pearson"

  • "spearman"

  • "kendall"

cma

input precalculated level/trend for the analysis. Use NULL to calculate internally.

sn

number of seasonal periods of decreasing magnitude to consider for the test.

alpha

significance level.

outplot

type of output plot:

  • 0: none.

  • 1: scatter plot.

  • 2: time series plot.

Value

A list with the following:

  • is.multiplicative: if TRUE the test found evidence of multiplicative seasonality.

  • statistic: test statistic.

  • pvalue: p-value of the test.

Examples

Run this code
# NOT RUN {
mseastest(referrals)

# }

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