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.
seastests v0.14.2 (Release date: 2019-02-20)
- The cut-offs of the wo-test has been updated to reflect newer research
seastests v0.13.6 (Release date: 2019-02-01)
- 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)
- First public release of the dsa package