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seastests (version 0.14.2)

Seasonality Tests

Description

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.

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Version

Install

install.packages('seastests')

Monthly Downloads

1,133

Version

0.14.2

License

GPL-3

Maintainer

Daniel Ollech

Last Published

March 8th, 2019

Functions in seastests (0.14.2)

print.seastests

Generic function for class seastests

summary.seastests

Generic function for class seastests

WO test

welch

Welch seasonality test

QS test

freq_xts

Obtain the frequency of an xts time series

fried

Friedman Rank test

check_residuals

Check model used in OCSB test

Kruskall Wallis test

isSeasonal

Testing the seasonality of series

seasdum

F-Test on seasonal dummies

summary.seasinttests

Generic functions for class seasinttests

ocsb

OCSB test