seasonal_analysis
Detect seasonal patterns in time series with an HAC F-test. Get a seasonality plot and recommended seasonal differencing order for model identification.
Instructions
HAC F-test for seasonal patterns — support tool, standalone use only.
NOTE: in guided analysis use guided_identification instead — seasonal_analysis is a support tool called internally after the identification listing.
Tests all harmonic frequencies using a joint F-test with HAC Newey-West standard errors. Returns the seasonality plot and a recommendation for D.
Parameters
inp_path : path to the .inp file
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| inp_path | Yes |