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Deterministic Seasonality versus Seasonal Fractional Integration

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Author Info
Luis A. Gil-Alana () (School of Economics and Business Administration, University of Navarra)

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Abstract

We propose in this article the use of a testing procedure due to Robinson (1994) for testing deterministic seasonality versus seasonal fractional integration. A new statistic, based on the score principle, is developed to simultaneously test both the order of integration of the seasonal component and the need of seasonal dummies. Both tests have standard null and local limit distributions. However, finite-sample critical values of the tests are computed, and experiments based on Monte Carlo show that the sizes of the asymptotic tests are too large, these larger sizes being also associated with some superior rejection frequencies compared with the finite-sample-based tests. Using quarterly data for real consumption and income in Canada, the UK and Japan, the results show that both variables are seasonally fractionally integrated for the three countries without need of deterministic seasonal dummies. We also find evidence that the series may be seasonally fractionally cointegrated.

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Publisher Info
Paper provided by School of Economics and Business Administration, University of Navarra in its series Faculty Working Papers with number 07/04.

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Length: 27 pages pages
Date of creation: Apr 2004
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Publication status: Published, Journal of Statistical Planning and Inference, 2005, vol. 134, pp. 445-461
Handle: RePEc:una:unccee:wp0704

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Find related papers by JEL classification:
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions

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  1. Ooms, Marius & Hassler, Uwe, 1997. "On the effect of seasonal adjustment on the log-periodogram regression," Economics Letters, Elsevier, vol. 56(2), pages 135-141, October. [Downloadable!] (restricted)
  2. Param Silvapulle, 1995. "A Score Test for Seasonal Fractional Integration and Cointegration," Econometrics 9506005, EconWPA, revised 16 Jun 1995. [Downloadable!]
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  3. Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988. "Seasonal, Integration And Cointegration," Papers 6-88-2, Pennsylvania State - Department of Economics.
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  4. Gil-Alana, L. A. & Robinson, P. M., 1997. "Testing of unit root and other nonstationary hypotheses in macroeconomic time series," Journal of Econometrics, Elsevier, vol. 80(2), pages 241-268, October. [Downloadable!] (restricted)
  5. Ooms, M., 1995. "Flexible Seasonal Long Memory and Economic Time Series," Papers 9515/a, Erasmus University of Rotterdam - Econometric Institute.
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  6. Tanaka, Katsuto, 1999. "The Nonstationary Fractional Unit Root," Econometric Theory, Cambridge University Press, vol. 15(04), pages 549-582, August. [Downloadable!]
  7. Engle, R.F. & Granger, C.W.J. & Hylleberg, S. & Lee, H.S., 1990. "Seasonal Cointegration: The Japanese Consumption Function," Economics Working Papers 1990-10, School of Economics and Management, University of Aarhus.
  8. Osborn, Denise R., 1993. "Seasonal cointegration," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 299-303. [Downloadable!] (restricted)
  9. L. Gil-Alana, . "Modelling Seasonality with Fractionally Integrated Processes," Sonderforschungsbereich 373 2000-16, Humboldt Universitaet Berlin.
  10. L. Gil-Alana, . "Testing Stochastic Cycles in Macroeconomic Time Series," Sonderforschungsbereich 373 2000-70, Humboldt Universitaet Berlin.
  11. Robinson, P. M., 1991. "Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression," Journal of Econometrics, Elsevier, vol. 47(1), pages 67-84, January. [Downloadable!] (restricted)
  12. Gil-Alana, Luis A., 1999. "Testing fractional integration with monthly data," Economic Modelling, Elsevier, vol. 16(4), pages 613-629, December. [Downloadable!] (restricted)
  13. L A Gil-AlaƱa & Peter M Robinson, 2000. "Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income," STICERD - Econometrics Paper Series /2000/402, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
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