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st: ADF test for seasonaly data
Hello everyone,
I have a seasonally data of prices and quantities of Avocado export to
Europe, that I want to check for stationarity using DF or ADF tests.
the problem is that my data is not continuous, and includes only the monthes
october to April (7 monthes), when the other monthes are blank (missing
values). When I use the ADF regression (with only 1 lagged diference), I
automatically lose 36 obs. of my 123 obs., because of the data's missing
monthes (I have obs. for 18 years). Moreover, each lag I add to the
rerassion makes one month to be ommited from the regrssion (for example: 1
lag - October is omitted, 2 lags - November is omitted etc.)
Is it right to use the ADF test? Or is there other test for stationarity
that might feet better to my case?
Thank you very much,
Adam Dvir
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