Seasonality Tests

An overall test for seasonality of a given time series in addition to a set of single seasonality tests as used in Ollech and Webel (forthcoming): An overall seasonality test. Bundesbank Discussion Paper.


News

seastests v0.14.2 (Release date: 2019-02-20)

Changes:

  • The cut-offs of the wo-test has been updated to reflect newer research

seastests v0.13.6 (Release date: 2019-02-01)

Changes:

  • The ARIMA model used for series with frequency less than 8 has been simplified (decreas of max.order and drift is disallowed) so that it does not erroneously model and extract seasonal movements.

seastests v0.12.2 (Release date: 2019-02-01)

Changes:

  • First public release of the dsa package

Reference manual

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install.packages("seastests")

0.14.2 by Daniel Ollech, 9 months ago


Browse source code at https://github.com/cran/seastests


Authors: Daniel Ollech [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports xts, zoo, forecast, stats, graphics, utils

Suggests knitr, rmarkdown


See at CRAN