[R] Detecting seasonality

Jannis bt_jannis at yahoo.de
Thu Jul 29 21:50:21 CEST 2010


Your question is really vague and it is hard to guess what you are 
after. And the possible answer is that a huge variety of methods exist, 
all designed for specific questions (that you did not specify). How 
about fourier transform?

?fft()

Or SSA?

library(simssalabim)

Or the Hewitt test?


I would advice you to read some introductory text on time series 
analysis and try to get a clearer picture of your problem. And then 
decide for a technique and chances are high that it is implemented in R


Jannis

vikrant schrieb:
> I have a hourly time series and I am interested in finding presence of
> seasonality in this data. I know one method of finding seasonality using
> autocorrelation function(ACF). But I dont want to use any graphical
> technique. I want to know is there any theorotical method using R which can
> be helpful ? Also the method should give  period of seasonality.
>
> Thanks, 
> Vikrant
>



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