RE: st: RE: ADF test for seasonaly data

["adam dvir" <adamdvir@hotmail.com>]

Hi Jason,

Unfortunaly it doesn't. I thought maybe I can do seasonally differences for 
the change relative to last season (e.g. April 2001 - April 2000 etc.). But 
I find Auto-Correlation problem that does not seems to fade using 
lagged-differences.

what do you think?
thanks,

Adam



> From: "Jason Yackee" <jyackee@law.usc.edu>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: <statalist@hsphsun2.harvard.edu>
> Subject: st: RE: ADF test for seasonaly data
> Date: Sun, 17 Sep 2006 11:50:36 -0700
>
> Does it make sense to make your own 7-month "year" so that the lag of
> October is the previous April, &c?
>
> Jason
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of adam dvir
> Sent: Sunday, September 17, 2006 11:46 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: 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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