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 -- View this message in context: http://r.789695.n4.nabble.com/Detecting-seasonality-tp2306292p2306292.html Sent from the R help mailing list archive at Nabble.com.
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 >
Hi jannis, Thanks for replying I will try to make my question more clear. Actually I have many Hourly time series and I want to automatically detect whether seasonality is present in this series or not.If Yes, Then I need to find the period after which the seasonal pattern repeats. For this using everytime Autocorrelation(ACF) plot would become tiresome.SO I need some test which would examine presence of seasonality. Hewitt test is on option Which you suggested. What is SSA? I would read on FFT and see how to make use of FFT to detect seasonality.. -- View this message in context: http://r.789695.n4.nabble.com/Detecting-seasonality-tp2306292p2307555.html Sent from the R help mailing list archive at Nabble.com.