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This is a simple question but I cant seem to find a concrete definition.

What is the meaning of a time series "season"?

Quoting from Rob Hyndmans blog on determining the period of a season, "...the “frequency” is the number of observations per season."

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  • $\begingroup$ More specifics? Is there a specific passage of text you're referring to? $\endgroup$ Aug 9, 2016 at 22:03

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Certain data have a natural period by the way it is measured. For example, labor statistics in the US are reported once a month, so the seasonal.periods in defining a msts object is 12. However, it may be less clear with other datasets. To estimate the dominant periodicity, the forecast package provides a function findfrequency which finds the peak in the spectral density of the time series.

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  • $\begingroup$ I apologize for making the question confusing. I'm looking for the definition of "season" in the context of @Rob Hyndman quote. $\endgroup$
    – DataTx
    Aug 9, 2016 at 23:48
  • $\begingroup$ @DataTx You should ask him directly. $\endgroup$
    – horaceT
    Aug 10, 2016 at 1:19

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