seasonal adjustment
Posted: Mon Feb 28, 2011 11:21 am
hello,
I have a question and I nedd your help.
question: I'm working with Time serie observed at quarterly frequencies and I want to estimate a VAR model, is it an obligation to adjust seasonlly the data and to express them in logarithms before the estimation of the model?
thanks
I have a question and I nedd your help.
question: I'm working with Time serie observed at quarterly frequencies and I want to estimate a VAR model, is it an obligation to adjust seasonlly the data and to express them in logarithms before the estimation of the model?
thanks