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