Hi All,
 
a) Is it possible to estimate the strength of seasonality in timeseries
data. Say I have monthly mean prices of an ten different assets. I decompose
the data using stl() and obtain the seasonal parameter for each month. Is it
possible to order the assets based on the strength of seasonality?
 
b) which gives a better estimate on seasonality stl() or a robust linear
model like MASS::rlm(mean price ~ month), considering the fact that the
variable analysed is price series.
 
Many thanks for the insight and help
 
Regards,
 
Krishna
 

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