Vector Error Correction Regression Data: Seasonally Adjusted vs Unadjusted

[michaeld7777]

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.

Please advice,
Michael