periodotest function

periodotest computes the p-value of the test for a hidden periodicity

periodotest(y)

Arguments

• y: vector, the time series

Returns

pval the p-value of the test

Examples

data(PIGPRICE)
y <- PIGPRICE
out <- stl(y,s.window=6)  
e <- out$time.series[,3]
out <- periodotest(e)