Sazonal variables with VAR or VECM

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joaopaulocaetano
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Joined: Tue Nov 17, 2009 6:35 pm

Sazonal variables with VAR or VECM

Postby joaopaulocaetano » Fri Apr 10, 2015 6:42 am

Good morning everyone;
I would like to get someone help (Explanation) to work with VAR modeling, considering series with seasonal (quarterly or monthly). I've tried to do some studying, but I'm not absolutely sure you are doing right, so I decided to appeal to here about the correct procedures to model a VAR with seasonal variables. I need to understand the steps necessary to make a quality estimation and correct.
I thank you for yours attention. Thank you so very much.

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