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- Sat Oct 26, 2019 11:27 am
- Forum: Econometric Discussions
- Topic: Vector Error Correction Regression Data: Seasonally Adjusted vs Unadjusted
- Replies: 0
- Views: 9073
Vector Error Correction Regression Data: Seasonally Adjusted vs Unadjusted
Hi all, I am running VAR & VECM regression using QUARTERLY BLS jobs data which I consolidated into micropolitan areas. Do I have to use Seasonally Adjusted data or can I use unadjusted data. VAR and VECM, being autoregressive models, I thought I might have to use seasonally adjusted data only. P...