isSeasonal {seastests}

Testing the seasonality of series

Description

Using a user-chosen seasonality test, the seasonality of a time series is assessed and a boolean value is returned.

Usage

isSeasonal(x, test = "combined", freq = NA)

Arguments

x

time series

test

Test to be used

freq

Frequency of the time series

Details

By default, the combined-test is used to assess the seasonality of a time series and returns a boolean. Alternatively, the QS test (test='qs'), Friedman test (test='fried'), Kruskall-Wallis (test='kw'), F-test on seasonal dummies (test='seasdum') or the Welch test (test='welch') can be used.

Author(s)

Daniel Ollech

References

Webel, K. and Ollech, D. (2019). An overall seasonality test. Deutsche Bundesbank's Discussion Paper series.

Examples

isSeasonal(ts(rnorm(120, 10,10), frequency=12))
isSeasonal(ts(rnorm(1200, 10,10), frequency=7))