Page 1 of 1
Test seasonal unit root for Monthly Data
Posted: Thu Dec 02, 2010 11:38 pm
by meety99
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?
Re: Test seasonal unit root for Monthly Data
Posted: Sun Dec 05, 2010 1:52 am
by meety99
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!
Re: Test seasonal unit root for Monthly Data
Posted: Sun Dec 05, 2010 12:31 pm
by trubador
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.
Re: Test seasonal unit root for Monthly Data
Posted: Tue Dec 07, 2010 2:15 pm
by meety99
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:)