Seasonality and unit roots: the demand for fruits
对苹果和梨的价格与质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,为使用短期数据的模型设定提供参考。
Abstract We apply seasonal unit root tests to apple and pear price and quality data. We then develop a method for testing shifts in amplitude and/or phase of the seasonal cycles. The results have implications to speifications of models which use short‐run data (quarterly, monthly).