Test seasonal unit root for Monthly Data

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meety99
Posts: 8
Joined: Sun Sep 26, 2010 4:55 pm

Test seasonal unit root for Monthly Data

Postby meety99 » Thu Dec 02, 2010 11:38 pm

Hi All,

I downloaded some seasonally adjusted monthly data of consumer price index, I am wondering do I still need to test for the seasonal unit roots of the data?

meety99
Posts: 8
Joined: Sun Sep 26, 2010 4:55 pm

Re: Test seasonal unit root for Monthly Data

Postby meety99 » Sun Dec 05, 2010 1:52 am

Sorry, can anyone help me with this stupid question? I am really a Eviews beginner.
The data I got from Cansim is seasonally adjusted, so I am not sure do I still need to test the seasonal unit roots? Thanks so much!

trubador
Did you use forum search?
Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: Test seasonal unit root for Monthly Data

Postby trubador » Sun Dec 05, 2010 12:31 pm

Your question has no direct relevance to EViews. Just do your test anyway to detect whether your seasonally adjusted series has seasonal unit root or not. You can then decide how to proceed according to the result of the test. The series may still has seasonal unit root even after it has seasonally adjusted.

meety99
Posts: 8
Joined: Sun Sep 26, 2010 4:55 pm

Re: Test seasonal unit root for Monthly Data

Postby meety99 » Tue Dec 07, 2010 2:15 pm

Your question has no direct relevance to EViews. Just do your test anyway to detect whether your seasonally adjusted series has seasonal unit root or not. You can then decide how to proceed according to the result of the test. The series may still has seasonal unit root even after it has seasonally adjusted.
Thanks a lot for your reply:)


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