tsutils (version 0.9.4)

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)
)

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.

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.

Author

Nikolaos Kourentzes, .

Examples

mseastest(referrals)