How to find out seasonality at weekly data?

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Maria Panina
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Joined: Mon May 14, 2012 6:37 am

How to find out seasonality at weekly data?

Postby Maria Panina » Mon May 14, 2012 6:48 am

Hello)
I’m an EViews7-user

Could you please tell me how can I check my weekly data for seasonality?
Is there are any other way to do it then adding @seas(1) @seas(2) ........ @seas(52) to the model?
please, help me asap :cry:

trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: How to find out seasonality at weekly data?

Postby trubador » Mon May 14, 2012 7:28 am

The shortcut to what you are trying to do is:

Code: Select all

@expand(@datepart(@date, "WW"))
Other than that, you might also want to check "diurnal pattern", which is analogous to seasonality in high frequency data. Moreover, I suggest you to adjust your series prior to including them in your model. Otherwise, you may quickly run out of degrees-of-freedom.

An effective (but not necessarily efficient) way to seasonally adjust your series is to use "time series decomposition" analysis, where you can define the seasonality as a state variable.


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