seastests (version 0.15.4)

Seasonality Tests

Description

An overall test for seasonality of a given time series in addition to a set of individual seasonality tests as described by 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

0.15.4

License

GPL-3

Maintainer

Daniel Ollech

Last Published

September 18th, 2021

Functions in seastests (0.15.4)

welch

Welch seasonality test

seasdum

F-Test on seasonal dummies

QS test

summary.seasinttests

Generic functions for class seasinttests

combined_test

Ollech and Webel's combined seasonality test

summary.seastests

Generic function for class seastests

print.seastests

Generic function for class seastests

freq_xts

Obtain the frequency of an xts time series

.Lag

Internal functions

check_residuals

Check model used in OCSB test

Testing the seasonality of series

Kruskall Wallis test