ATA.SeasAttr {ATAforecasting}  R Documentation 
Attributes Set For Unit Root and Seasonality Tests
Description
This function is a class of seasonality tests using corrgram.test
from ATAforecasting package, ndiffs
and nsdiffs
functions from forecast package.
Also, this function is modified version of ndiffs
and nsdiffs
written by Hyndman et al. forecast
package.
Please review manual and vignette documents of latest forecast
package. According to forecast
package,
ndiffs
and nsdiffs
functions to estimate the number of differences required to make a given time series stationary.
ndiffs
uses unit root tests to determine the number of differences required for time series to be made trend stationary. Several different tests are available:

uroot.test = 'kpss' : the KPSS test is used with the null hypothesis that
x
has a stationary root against a unitroot alternative. Then the test returns the least number of differences required to pass the test at the leveluroot.alpha
. 
uroot.test = 'adf' : the Augmented DickeyFuller test is used.

uroot.test = 'pp' : the PhillipsPerron test is used. In both of these cases, the null hypothesis is that
x
has a unit root against a stationary root alternative. Then the test returns the least number of differences required to fail the test at the levelalpha
.
nsdiffs
uses seasonal unit root tests to determine the number of seasonal differences required for time series to be made stationary. Several different tests are available:

suroot.test = 'seas' : a measure of seasonal strength is used, where differencing is selected if the seasonal strength (Wang, Smith & Hyndman, 2006) exceeds 0.64 (based on minimizing MASE when forecasting using auto.arima on M3 and M4 data).

suroot.test = 'ch' : the CanovaHansen (1995) test is used (with null hypothesis of deterministic seasonality)

suroot.test = 'hegy' : the Hylleberg, Engle, Granger & Yoo (1990) test is used.

suroot.test = 'ocsb' : the OsbornChuiSmithBirchenhall (1988) test is used (with null hypothesis that a seasonal unit root exists).

suroot.test = 'correlogram' : this function is written based on M4 Competition Seasonality Test.
Usage
ATA.SeasAttr(
corrgram.tcrit = 1.28,
uroot.test = "adf",
suroot.test = "correlogram",
suroot.uroot = TRUE,
uroot.type = "level",
uroot.alpha = 0.05,
suroot.alpha = 0.05,
uroot.maxd = 2,
suroot.maxD = 1,
suroot.m = NULL,
uroot.pkg = "tseries",
multi.period = "min",
x13.estimate.maxiter = 1500,
x13.estimate.tol = 1e05,
x11.estimate.maxiter = 1500,
x11.estimate.tol = 1e05
)
Arguments
corrgram.tcrit 
tvalue for autocorrelogram. 
uroot.test 
Type of unit root test before all type seasonality test. Possible values are "adf", "pp" and "kpss". 
suroot.test 
Type of seasonal unit root test to use. Possible values are "correlogram", "seas", "hegy", "ch" and "ocsb". 
suroot.uroot 
If TRUE, unit root test for stationary before seasonal unit root test is allowed. 
uroot.type 
Specification of the deterministic component in the regression for unit root test. Possible values are "level" and "trend". 
uroot.alpha 
Significant level of the unit root test, possible values range from 0.01 to 0.1. 
suroot.alpha 
Significant level of the seasonal unit root test, possible values range from 0.01 to 0.1 
uroot.maxd 
Maximum number of nonseasonal differences allowed. 
suroot.maxD 
Maximum number of seasonal differences allowed. 
suroot.m 
Deprecated. Length of seasonal period: frequency of data for nsdiffs. 
uroot.pkg 
Using 
multi.period 
Selection type of multi seasonal period. 
x13.estimate.maxiter 
Maximum iteration for X13ARIMA/SEATS estimation 
x13.estimate.tol 
Convergence tolerence for X13ARIMA/SEATS estimation 
x11.estimate.maxiter 
Maximum iteration for X11 estimation 
x11.estimate.tol 
Convergence tolerence for X11 estimation 
Value
An object of class ataoptim
.
Author(s)
Ali Sabri Taylan and Hanife Taylan Selamlar
See Also
forecast
, stlplus
, stR
, stl
, decompose
, tbats
, seasadj
.