pmdarima.arima
.nsdiffs¶

pmdarima.arima.
nsdiffs
(x, m, max_D=2, test='ch', **kwargs)[source][source]¶ Estimate the seasonal differencing term,
D
.Perform a test of seasonality for different levels of
D
to estimate the number of seasonal differences required to make a given time series stationary. Will select the maximum value ofD
for which the time series is judged seasonally stationary by the statistical test.Parameters: x : arraylike, shape=(n_samples, [n_features])
The array to difference.
m : int
The number of seasonal periods (i.e., frequency of the time series)
max_D : int, optional (default=2)
Maximum number of seasonal differences allowed. Must be a positive integer. The estimated value of
D
will not exceedmax_D
.test : str, optional (default=’ch’)
Type of unit root test of seasonality to use in order to detect seasonal periodicity. Currently, the only allowed value is ‘ch’.
Returns: D : int
The estimated seasonal differencing term. This is the maximum value of
D
such thatD <= max_D
and the time series is judged seasonally stationary. If the time series is constant, will return 0.