Seasonal Unit-Root Tests on Canadian Macroeconomic Time Series
Economics Letters 34 (1990) 117-120
Posted: 31 Mar 2013
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: 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
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