Seasonality and unit roots: the demand for fruits
对苹果和梨的价格与数量数据应用季节性单位根检验,并开发检验季节性周期振幅和相位变化的方法,结果对使用短期数据(季度、月度)的计量模型设定有启示。
We apply seasonal unit root tests to apple and pear price and quantity data. We then develop a method for testing shifts in amplitude andjor phase of the seasonal cycles. The results have implications to econometric specifications of models which use short-run data (quarterly, monthly).