stsm_coxstuart {autostsm}

Cox-Stuart Test

Description

Taken from the 'tsutils' package. Performs the Cox-Stuart test for trend, deviation, or dispersion

Usage

stsm_coxstuart(
  y,
  type = c("trend", "deviation", "dispersion"),
  sig_level = 0.01
)

Arguments

y

input data

type

Type of test: "trend", "deviation", or "dispersion" If type = "trend", test for changes in trend If type = "deviation", test for changes in deviation If type = "dispersion", test for changes in dispersion (range)

sig_level

Significance level to determine statistically significant seasonal frequencies

Value

list describing the results