Package: seastests 0.15.4
seastests: Seasonality Tests
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.
Authors:
seastests_0.15.4.tar.gz
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seastests_0.15.4.tar.gz(r-4.5-noble)seastests_0.15.4.tar.gz(r-4.4-noble)
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seastests.pdf |seastests.html✨
seastests/json (API)
| # Install 'seastests' in R: |
| install.packages('seastests', repos = c('https://danielollech.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 years agofrom:bba17ab4c1. Checks:8 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Jan 26 2025 |
| R-4.5-win | OK | Jan 26 2025 |
| R-4.5-mac | OK | Jan 26 2025 |
| R-4.5-linux | OK | Jan 26 2025 |
| R-4.4-win | OK | Jan 26 2025 |
| R-4.4-mac | OK | Jan 26 2025 |
| R-4.3-win | OK | Jan 26 2025 |
| R-4.3-mac | OK | Jan 26 2025 |
Exports:.Diff.Lagcheck_residualscombined_testfreq_xtsfriedisSeasonalkwocsbqsseasdumwelch
Dependencies:clicolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalestibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Internal functions | .Diff |
| Internal functions | .Lag |
| Check model used in OCSB test | check_residuals |
| Ollech and Webel's combined seasonality test | combined_test |
| Obtain the frequency of an xts time series | freq_xts |
| Friedman Rank test | fried |
| Testing the seasonality of series | isSeasonal |
| Kruskall Wallis test | kw |
| OCSB test | ocsb |
| Generic function for class seastests | print.seastests |
| QS test | qs |
| F-Test on seasonal dummies | seasdum |
| Generic functions for class seasinttests | summary.seasinttests |
| Generic function for class seastests | summary.seastests |
| Welch seasonality test | welch |
