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autodl
2012 Jun 25
0
x12 ARIMA Moving Seasonality F Test Issue
...Error 968.4973 121 8.004110
Here's me doing it manually with some sample data:
library(x12)
library(TSA) ### for cycle function
data(AirPassengers)
x12path <- "C:/WinX12/x12a/x12a.exe"
x12out <- x12(AirPassengers,x12path=x12path,
period=12,automdl=TRUE,transform="auto",outlier=c("AO","LS"),forecast_years=
0)
si <- as.vector(x12out$d8) ### SI ratios -- i.e., final detrended series
mo <- factor(cycle(x12out$d8))
yr <- factor(floor(time(x12out$d8)))
summary(aov(si ~ mo)) ### test for stable seasonality...