The consequences of seasonal adjustment for periodic autoregressive processes

DOI10.1111/j.1368-423X.2004.00132.xzbMath1114.91355OpenAlexW2153828204MaRDI QIDQ3023023

Denise R. Osborn, Tomás del Barrio Castro

Publication date: 4 July 2005

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2004.00132.x

zbMATH Keywords

unit root testsseasonal adjustment X-11

Mathematics Subject Classification ID

Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

A Review of Seasonal Adjustment Diagnostics

Uses Software

• partsm

Cites Work

• The effect of seasonal adjustment filters on tests for a unit root (with discussion)
• The Econometric Analysis of Seasonal Time Series
• Unnamed Item

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