Detect if log transformation is best
Detect if log transformation is best
stsm_detect_multiplicative(y, freq, sig_level = 0.01, prior = NULL)
y |
an object created from stsm_detect_frequency |
freq |
Frequency of the data |
sig_level |
Significance level to determine statistically significant seasonal frequencies |
prior |
A data table created by stsm_prior |
a logical indicating if the model should be multiplicative or not
## 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", ]
multiplicative = stsm_detect_multiplicative(y = NA000334Q$y, freq = 4)
## End(Not run)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.