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Key seasonality diagnostics for a fitted model

Source: R/sa-diagnostics.R
sa_tests_model.Rd

Returns M7, IDS, QS on SA (X-11 & SEATS, plus overall min), QS on original (X-11 & SEATS, plus overall min), and Ljung-Box p-value on residuals.

Usage

sa_tests_model(m)

Arguments

m

A fitted seasonal::seas object.

Value

A one-row tibble with the diagnostics above.

Details

Columns:

  • M7, IDS

  • QS_p_x11, QS_p_seats, QS_p (QS on SA)

  • QSori_p_x11, QSori_p_seats, QSori_p (QS on original)

  • LB_p

For backwards compatibility, the output also includes the legacy aliases QS_SA_x11, QS_SA_seats, QS_SA, QSori_x11, QSori_seats, QSori.

Examples

# \donttest{
if (requireNamespace("seasonal", quietly = TRUE)) {
  m <- seasonal::seas(AirPassengers)
  sa_tests_model(m)
}
#> Model used in SEATS is different: (0 1 1)(0 0 1)
#> # A tibble: 1 × 15
#>      M7 IDS   QS_p_x11 QS_p_seats  QS_p QSori_p_x11 QSori_p_seats QSori_p  LB_p
#>   <dbl> <chr>    <dbl>      <dbl> <dbl>       <dbl>         <dbl>   <dbl> <dbl>
#> 1 0.203 yes          1          1     1           0             0       0 0.225
#> # ℹ 6 more variables: QS_SA_x11 <dbl>, QS_SA_seats <dbl>, QS_SA <dbl>,
#> #   QSori_x11 <dbl>, QSori_seats <dbl>, QSori <dbl>
# }