Test a time series for seasonality — test

Tests whether a numeric time series exhibits seasonality at a specified frequency. The test compares the absolute autocorrelation at the seasonal lag with a 90 percent critical limit. At least three complete seasonal cycles are required. Series with a frequency of one are treated as non-seasonal.

Usage

test_seasonality(x, freq)

Arguments

x: A numeric vector containing the observed time series.
freq: A positive whole number specifying the seasonal frequency, such as `12` for monthly data or `4` for quarterly data.

Value

A single logical value. `TRUE` indicates that seasonality was detected; otherwise, `FALSE`.

Examples

x <- as.numeric(AirPassengers)

test_seasonality(x, freq = 12)
#> [1] TRUE