VECM and seasonal adjustment

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VECM and seasonal adjustment

Postby j235 » Sat Nov 18, 2017 1:42 pm

I made some estimation with VECM and I have problem with forecasting results.Namely I use X13 Cenus method which made seasonal adjustment for my quartaly time series.At the end I make forecasting with VECM but my forecasting values is not in season because my data is seasonal adjustment with X13.So my question is how to resolve this problem or get forecast in season?

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