Testing of seasonal fractional integration in UK and Japanese consumption and income
使用Robinson（1994）的分数检验方法，分析英国和日本季度消费与收入数据的季节性结构，发现季节性分数整合是建模这些序列的可行替代方案。
Abstract The seasonal structure of quarterly UK and Japanese consumption and income is examined by means of fractionally based tests proposed by Robinson ( 1994 ). These series were analysed from an autoregressive unit root viewpoint by Hylleberg, Engle, Granger and Yoo (HEGY, 1990 ) and Hylleberg, Engle, Granger and Lee (HEGL, 1993 ). We find that seasonal fractional integration, with amplitudes possibly varying across frequencies, is an alternative plausible way of modelling these series. Copyright © 2001 John Wiley & Sons, Ltd.