There are many ways of investigating seasonality. I don't think it is at
all true that the literature only looks at quarterly effects, but never
month effects.
One of the simplest and most general ways to check for seasonality is to
fit a model with no month terms and then to plot residuals from that
model against month. If there is a strong pattern, then you have
seasonality.
Nick
[email protected]
Song Nhac (a.k.a. Pham)
I have some questions about seasonal effect from monthly data (I
searched around but all of papers or commands are served for
quarterly). I employed Eview 6.0 (Census X11) to check and there is
seasonal effect, But I would like to use a command in Stata. How could
I solve that effect by using smoothing command in Stata for 12 periods
(month-SARIMA)?
Additionally, I did an VAR- and applied Granger Causality: the result
found the exogeneity between variables. I would like to ask that to
solve this problem, Could it be caused by seasonal effect? And how
could I solve it?
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
