Test of trading day variables in RegARIMA

F-test of trading days variables in RegARIMA pre-processing with RJDemetra.
\(H_{0}\): There are no trading days effects.
Trading days variables as defined by JDemetra or as by user with pickmdl::konstruksjon().

Usage

td_p(model_now)

Arguments

model_now

output from x13() or x13_pickmdl().

Value

P-value of the F-test.

Examples

time_series <- sadashboard::vhi[,"47.3"]
my_model <- RJDemetra::x13(time_series,spec="RSA5c")

td_p(my_model)
#> [1] 0.02263526