mseastest {tsutils} | R Documentation |
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 |
m |
seasonal period. If |
type |
type of correlation
|
cma |
input precalculated level/trend for the analysis. Use |
sn |
number of seasonal periods of decreasing magnitude to consider for the test. |
alpha |
significance level. |
outplot |
type of output plot:
|
Value
A list with the following:
-
is.multiplicative
: ifTRUE
the test found evidence of multiplicative seasonality. -
statistic
: test statistic. -
pvalue
: p-value of the test.
Author(s)
Nikolaos Kourentzes, nikolaos@kourentzes.com.
Examples
mseastest(referrals)
[Package tsutils version 0.9.4 Index]