English, Article, Journal or magazine article edition: Testing for seasonal unit roots using monthly data Antonio Aguirre

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Bookmark: http://trove.nla.gov.au/version/114203
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Testing for seasonal unit roots using monthly data
Author
  • Antonio Aguirre
Physical Description
  • preprint
Notes
  • The objective of this paper is to attempt to make a contribution by discussing the application of different testing procedures and techniques used in determining the seasonal properties of quarterly data. The data used in this example are the quarterly prices of beef cattle in the Liniers market (Argentina). Two different kinds of tests are carried out to achieve these objective: the Hylleberg-Engle-Granger-Yoo (HEGY) tests and the Canova-Hansen tests. The results obtained indicate no significant deterministic seasonal pattern and no seasonal unit roots. This means that the series is stationary in all frequencies.
  • estacionalidad de precios; raíces unitarias estacionales; procesos estacionales integrados; precio del novillo
  • RePEc:cdp:texdis:td139
Language
  • English
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