Detect cycle from the data
Detect cycle from the data
stsm_detect_cycle( y, freq, sig_level = 0.01, prior = NULL, cl = NULL, cores = NULL, show_progress = FALSE )
y |
Univariate time series of data values. |
freq |
Frequency of the data (1 (yearly), 4 (quarterly), 12 (monthly), 365.25/7 (weekly), 365.25 (daily)) |
sig_level |
Significance level to determine statistically significant seasonal frequencies |
prior |
A data table created by stsm_prior |
cl |
a parallel cluster object |
cores |
Number of cores to use |
show_progress |
Whether to show progress bar |
Numeric value of cycle periodicity
## Not run:
#GDP Not seasonally adjusted
library(autostsm)
data("NA000334Q", package = "autostsm") #From FRED
NA000334Q = data.table(NA000334Q, keep.rownames = TRUE)
colnames(NA000334Q) = c("date", "y")
NA000334Q[, "date" := as.Date(date)]
NA000334Q[, "y" := as.numeric(y)]
NA000334Q = NA000334Q[date >= "1990-01-01", ]
cycle = stsm_detect_cycle(y = NA000334Q$y, freq = 4)
## End(Not run)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.