Seasonal Unit-Root Tests on Canadian Macroeconomic Time Series

Economics Letters 34 (1990) 117-120

Posted: 31 Mar 2013

See all articles by Glenn Otto

Glenn Otto

UNSW Australia Business School, School of Economics

Tony S. Wirjanto

University of Waterloo - School of Accounting and Finance; University of Waterloo, Department of Statistics & Actuarial Science

Date Written: 1990

Abstract

In this note we subject some Canadian macroeconomic time series to test of seasonal and non-seasonal unit roots. Overall we find evidence that the series are integrated at some of the seasonal frequencies as well as at a zero frequency.

Suggested Citation

Otto, Glenn and Wirjanto, Tony S., Seasonal Unit-Root Tests on Canadian Macroeconomic Time Series (1990). Economics Letters 34 (1990) 117-120. Available at SSRN: https://ssrn.com/abstract=2241860

Glenn Otto

UNSW Australia Business School, School of Economics ( email )

High Street
Sydney, NSW 2052
Australia

Tony S. Wirjanto (Contact Author)

University of Waterloo - School of Accounting and Finance ( email )

200 University Avenue West
Waterloo, Ontario N2L 3G1
Canada
519-888-4567 x35210 (Phone)

HOME PAGE: http://https://uwaterloo.ca/statistics-and-actuarial-science/people-profiles/tony-wirjanto

University of Waterloo, Department of Statistics & Actuarial Science ( email )

200 University Avenue West
Waterloo, Ontario N2L 3G1
Canada
519-888-4567 x35210 (Phone)
519-746-1875 (Fax)

HOME PAGE: http://math.uwaterloo.ca/statistics-and-actuarial-science/people-profiles/tony-wirjanto

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