# pmdarima.arima.nsdiffs¶

pmdarima.arima.nsdiffs(x, m, max_D=2, test='ocsb', **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 of D for which the time series is judged seasonally stationary by the statistical test.

Parameters: x : array-like, 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 exceed max_D. test : str, optional (default=’ocsb’) Type of unit root test of seasonality to use in order to detect seasonal periodicity. Valid tests include (“ocsb”, “ch”). Note that the CHTest is very slow for large data. D : int The estimated seasonal differencing term. This is the maximum value of D such that D <= max_D and the time series is judged seasonally stationary. If the time series is constant, will return 0.