seasonality.py 文件源码

def estimate_seasonal_differencing_term(self, x):
        """Estimate the seasonal differencing term.

        Parameters
        ----------
        x : array-like, shape=(n_samples,)
            The time series vector.
        """
        if not self._base_case(x):
            return 0

        # ensure vector
        x = column_or_1d(check_array(
            x, ensure_2d=False, dtype=DTYPE,
            force_all_finite=True))  # type: np.ndarray

        n = x.shape[0]
        m = int(self.m)

        if n < 2 * m + 5:
            return 0

        chstat = self._sd_test(x, m)
        crit_vals = c(0.4617146, 0.7479655, 1.0007818,
                      1.2375350, 1.4625240, 1.6920200,
                      1.9043096, 2.1169602, 2.3268562,
                      2.5406922, 2.7391007)

        if m <= 12:
            return int(chstat > crit_vals[m - 2])  # R does m - 1...
        if m == 24:
            return int(chstat > 5.098624)
        if m == 52:
            return int(chstat > 10.341416)
        if m == 365:
            return int(chstat > 65.44445)

        return int(chstat > 0.269 * (m ** 0.928))